Bluetooth won't connect

Is there a way to simply test as to whether the bluetooth connection is working.

I'm using a bluetooth RN-41 module and trying to get it to connect. Ultimately I want to be able to command it in real time via MATLAB which I can already do via USB wired connection. The MATLAB connection script is currently timing out and not sure if the bluetooth is even working. Neither Tx nor Rx are flashing on my Uno.

I looked at Arduino Playground - Tutorial01 and was unsure about how to compile and run the second block of code. Has anyone used this tutorial?

Is there a way to simply test as to whether the bluetooth connection is working.

Yes: connect to it and send some characters with a serial terminal.

I'm using a bluetooth RN-41 module

How have you wired it to your Arduino?

What code do you use to test it? Post it here.

I looked at Arduino Playground - Tutorial01 and was unsure about how to compile and run the second block of code.

By "second block of code" do you mean the Processing code? That code is not intended for the Arduino IDE but for the Processing IDE which produces code to run on your PC and not on the Arduino.