This is a check for a more advanced user. You can use the penetration testing tool or port scanner of your choice. My favorite is Nmap, but others such as Advanced Port Scanner or SuperScan would work for this test just as well. For more information on running a scan, see my article on how to use Nmap.
The goal here is to run a basic scan on your local network, behind your perimeter firewall or the filtering done along with network address translation (NAT) by your router, wireless router, or cable modem. If you find ports open and services available on your computers that you don't expect, check the configuration of your security software, make changes, and run the scan again. If you find exposed services, it's a good idea to run a more advanced scan with a tool like Nessus and see what's vulnerable. Note that if you share files or use remote desktop, those services will likely show up as available. Since you're using them, blocking them completely won't work. Your security software may have options to allow access only from certain addresses, or you may have authentication set up for those services, so the fact that they are visible isn't actually a problem.