A bridge rectifier is 4 diodes.
Test them as such.
A diode conducts in one direction and not in the other.
Any simple continuity tester or mutli meter can be used.
Take a multi-Meter and switch it to Ohm x 1
Test between one of the “~” and “+” legs.
You should get either an almost-zero reading in one direction, and when you reverse the test probes, you should get an almost infinite reading.
Repeat the same tests with the other legs.
Usually when diodes fail they start to conduct in both directions and you know its bad because it blows fuses, trips the breaker etc supplying it.