There is no "Test Function" in the M800 for the SLM. You could simply set the rev limit or shift points to a low rpm value to check your wiring and configuration are correct.
The other option is to use your ADL, to set this up I will refer you to the document at the bottom of the following thread.
http://www.motec.com.au/forum/viewtopic.php?f=14&t=45This document outlines the method and configuration details required to connect an SLM (Shift
Light Module) to an ADL, ie: ADL4 or ADL8. This method will not offer the same level of functionality
as the ADL2 or ACL and SLM, but will allow you to configure a set of Up Shift Lights (simple or
gear dependant) and a Warning Light.