There are a few quick commands that you can use from your CLI to test if your WAF is set up properly.
1. Curl command
curl -A "XSS" -v "http://your_domain.com/?q=<script>alert(1)</script>"
You should see a 403 Forbidden if the WAF is working. If you see anything else, then please refer back to the documentation to verify that you have configured your server properly
2. Wget command
wget http://your_domain.com/foo=http://www.example.com
Again, you should see a 403 Forbidden if the WAF is working as it should.