As soon as a VPN connection is established, a lock icon with connected plugs is shown in the panel:

Panel Icon

However, this only serves as an indicator. To be sure that the VPN connection really exists:

  1. Open a Local Terminal.
  2. Run the command ifconfig.
  3. Check whether the output contains a tun device with an IP address from the private network.

    Running Ifconfig

  4. Additionally, check whether you can ping the VPN server's private IP address.