-mount a micrometer in the spindle or somehow on the z , move the z around, not up or down , and look at what the micrometer says
-cut a square from thick material and measure all sides, across sides and see what is happening
-mount a steel shaft in the spindle collet and using small precision square see if its square

many such a machines don't come square to the 0.01 from the producer, so basically people use sacrificial bed plate which once you surface all is square to the spindle. However that will not cure the need to tram the spindle so the bit stops digging from one side.

And so on... Whats your exact doubt or problem?