Function Check
You can install a couple of 123 photo batteries with the positive contacts pointing up and then jumper the positive terminal to the brass ring on the strobe. You need to wait a second or two for the first flash. If no flash press the switch one time and try again.

Electrical Check
Using a DMM (on diode test setting) and testing a good SDU-5/E by touching the Red (+) test lead to the threaded brass contact and the Black (-) lead to a small metal screw driver sitting on the pin in the bottom of the battery compartment the Forward Voltage drop is 1.07 Volts.

Note: Using the Ohms range you get an open circuit indication with the Black to Brass and Red to pin.
With Black to pin and Red to Brass you get about 2.5 Meg Ohms.
Be careful not to touch both probes at the same time since your skin resistance is also in the Meg Ohm range.

Everything you ever wanted to know about the distress marker can be found here: http://www.prc68.com/I/SDU5E.shtml.