The status bar, at the bottom of the window, should show the system name or IP address of the IBM i you are connected to. Each time a request is sent to the IBM i, and the PC is waiting for the response, an animated DetectIT logo is displayed. In the Networked version of the Graphical client you can verify the connection to the IBM i by selecting 'Verify Connection' from the 'Connections' drop down menu.
In addition, you can check whether the relevant jobs, (ALERTDS02 and ALERTDS03) are running on the IBM i. From a command line enter:
and check whether either of the jobs are in RUN status (at other times the status will be TIMW).