Normal signs of glow plug failing would be engine cranking over but not starting and smoke coming from the exhaust, it may eventually start with a lot of smoke. It has probably been starting rough for a while and the air temperature has now dropped. The engine should start with a small squirt of Easystart (Ether) in the air intake.
The simplest way to test glow plugs is with a clip on current clamp, either on supply wire to glow plugs or on engine earth, with glow plug light on you should see 15-20amps for each glow plug fitted, 4 cylinders would be approximately 60-80amps.
If you see less than this you have got one or more glow plugs burnt out, if you see 0 amps check you are getting battery voltage (12v) to the glow plugs with glow plug light on, if 0 volts check fuse and relay as it would be unlikely that all the glow plugs had burnt out at the same time.
You can also test them with a ohm meter but you will need to disconnect each lead. They should all read about the same normally less than 5 ohm's, a failed plug will either be very high or open circuit.
Note modern glow plugs will not always work when engine or air temperature is high and will often keep working after engine has started to make it run smother and cut down on emissions when cold.