How do I check if the battery has been calibrated on my Macbook Pro? How can I check if the battery calibration has been done properly?

I followed Apple's steps precisely, but I see no change in the loadCycles, or battery capacity using CoconutBattery.
Everything you need should be here:
http://support.apple.com/kb/ht1490

There is no indication as such that you've done it 'properly', other than your 'Cycle count' (in System Profiler -> Hardware -> Power) will go up by one. However calibration doesn't necessarily affect your battery capacity immediately; instead it improves the longevity of your battery, and the accuracy of the battery life readings (in your menu bar) when your laptop is unplugged.