To test the security configuration, try to start the ES server you just configured. If it fails to start, look for errors in your MLDAP ESM Security Manager configuration, which is the most likely source of trouble.
When the server starts, try to sign on to CICS or ESMAC with your Windows username and password. You should also be able to change your password from those signon screens. (Remember that you will be changing your Windows domain password!)
You may also want to test resource access control. For example, the CICS transaction CENV should be available to all users (assuming the default ES/MSS security configuration rules are being used), but the CINQ transaction is only available to members of the OPERATOR and SYSADM groups. So with two test users (or one user that signs on using different signon groups, if you are not using the "Use all groups" option), you can confirm whether group permissions are being applied correctly.