This test will check the compression of each cylinder to check for damage such as burnt or stuck valve, or damaged head gasket. Each cylinder should have about the same compression. Large differences indicate a problem. You want all cylinders to be no more then a 10% difference from highest to lowest.
First you will need a compression test kit such as this.
Remove all the spark plug wires, note their location so you can put them back in the correct cylinder.
Now remove all the spark plugs, it is important that all the plugs be out for this test to prevent starting, as well as ensuring the battery and starter wont have to work as hard. The engine needs to turn over at about the same rate for each cylinder to ensure accurate readings.
Now hook up your compression tester.
Remove the fuse for the fuel injectors, and crank the engine over 3 or 4 full rotations with the throttle wide open. Then write down what you have. Do this for each cylinder.