Well, you can tell if the speaker is plugged in if you hit SHIFT enough times to bring up the stickey keys menu. If it beeps, your speaker works and your board must not beep at all upon a startup. Mine does on my DS3 when I start it up.
Well when I do sticky keys the noise comes out of my regular speakers. But is there a separate speaker that i can buy to put in my case so that i can hear a post so if something ever goes wrong i could know, because my antec 900 doesn't have an internal speaker that you plug in the motherboard.