Could just hook it up to a powers source of another machine and let it run I suppose. If you have no other machine to test you could install your parts with the stock cooler/temporary cooler if you have one and run the AIO outside the case powered by the PSU.
The cooler should be filled with non-conductive liquid. Even in the event of a leak, it should not destroy the parts. You just have to deal with the messy liquid/oil.
the leaks are rare but they do happen, and i really doubt those coolers have nonconductive liquid in them, all you need to test it is turn on the pump, so connect it to another running computer or a 12v battery and let it run for 15-20 min
I was a little paranoid with my H60 when I first got it about a month ago about leaking, constantly looking..But now that is over and I couldn't be happier with the performance..Much cooler now than my old Cooler Master V8..
I would imagine the liquid would already be leaked everywhere when you got it, but if you really need to... I wouldn't do this, and would honestly just trust that it works (haven't had issues the couple I got, just had one die after years of use): Get a tub of water, submerge it, wait a minute and see if bubbles rise up. If they don't you are good to go!