how can I test a cap if it's ok or not ? Do I have to unsolder it for testing or not?
If you have a meter, it may have a cap tester on it. Unsolder the cap and insert into your meter, setting it for capacitance (usually a C) and the next setting above your cap's rating. If you get a short or open, it's probably bad. If you get a value that climbs steadily, it's probably good.
You can eyeball the big caps to see if the tops look like they are bulging or cracked. Sometimes just rubbing the top of them with your finger will pick up some oily residue that stinks. This usually means that cap should me changed because it's blown or is thinking about it. Smaller caps aren't as noticeable, unfortunately.
If you think a different part is blown, you can sometimes find your trouble area by looking at the back side of the board for discolorations like black or brown marks caused by heat. While some parts do heat up naturally (hence the heat sinks) this can give you a starting point for testing parts.