1. It is complete
Look at its size, and at what it says it contains: the database, media, plugins, theme. A backup of a few megabytes for a site full of photos has missed something.
2. It reads back
A file can be cut off while it is being written, or damaged later where it is stored. A serious backup tool reads back each backup once it is written, and tells you if anything is missing, not just that it has finished.
3. It restores
The only complete proof: restore the backup onto another WordPress, a test site with your host or on your computer, then look at the result. Never onto your real site, just for a test. Check that:
- the pages open, with their images;
- you can log in to the admin area;
- the latest changes are there: the last post, the last order.
Do it once, then from time to time: after changing host or backup tool, or when your site has grown a lot. If your site keeps customer data, GDPR in fact asks you to regularly test the effectiveness of your security measures (Article 32).