All Security Suite software companies test their software well before release, so that the customer does not have to. You need to have a little faith in the software company you invested your money in.
However there are online firewall tests. One example is http://www.pcflank.com/
It tests your firewall in any standard ways.
As far as, antivirus is considered standard way to test is using the eicar file ( http://www.eicar.org/
) If your antivirus catches it, its running ok.