Find datasheet, apply a Gate drive that exceeds its specified threshold and check Rds ON meets spec.
A variable PSU and DMM is all that's required for basic checks.
Thyristor/SCR can easily be checked with a small transformer with 6v-12v secondary, a suitable lamp in series and connect a 100Ω resistor from gate to anode and the light should turn on-off.
I recall testing in a vessel, a somewhat big thyristor in the most crude way: maybe two or three batteries from a flaslight between gate and K plus a DMM measuring continuity between A and K.