I don't know why you want to verify this yourself, but the stpes are fairly easy. For the first step, go to facebook.com and type my name in a search box. For the second, come by my house and I'll show you my passport. (I will not post a copy here, for obvious reasons).
But you are missing the point. Facebook knows damn well that they have data of EU citizens, because they have a website without signup restrictions. They do not exclude the EU from their business model, hence they are bound by EU law.
If they breach the GDPR regulations, the EU can fine them. And then it's Facebook that will have to prove that the breach didn't affect any citizen covered by GDPR if they want to wiggle out of that fine.