One can try sending UDP packets to check if the module is working.
sending this command AT+CIPSTART="UDP","192.168.0.102",555,556 should setup udp at IP: 192.168.0.102 with port 555(destination port for testing PC ) and 556 (as receiving port for module)
if sending data from a micro-controller one should be sending "AT+CIPSTART="UDP","192.168.0.102",555,556\r\n" as the string.
at the PC end try using an open source tool called script communicator for receiving UDP packets to check if data is being received.
try sending some data using AT+CIPSNED sommand to see if you can send some data from the module to the test pc