That's a pretty open-ended question.
Testing it by connecting it to itself probably isn't much of a test.
I have three suggestions:
Test it by setting up the server, then trying to access it from a different computer using a different network (for example, from an Internet cafe or a Starbucks WiFi).
Don't use the connect "When computer starts" until you know that it is all working. That setting can cause lots of hard-to-diagnose problems.
Note that you can't use "When computer starts" for a configuration that has a private key (a/k/a passphrase) or a username/password.