Check the fireplace manual for the location of the damper handle. Fireplace inserts have their own internal damping system, usually connected to a handle located on the front or either side of the insert box. Find that handle. In old-fashioned fireplaces, the handle is often located up above the fire box at the base of the chimney connected to iron plates that close across the chimney when the handle is pulled forward. Inserts generally have the handle placed where it can be accessed from outside the enclosed firebox.
Test the damper handle before operating it with a fire in the box. Do this in the daytime when the sun is high overhead so that light comes down the chimney. Open the front glass doors of the insert and push the damper handle all the way back.
Stick your head inside the firebox and look up with a flashlight. Look for the upper vent hole in the top of the inside of the firebox. This is where the smoke goes out. Turn off the flashlight and see if you can see any light coming down the hole.
Pull the damper handle all the way forward toward you. Check the vent hole inside the firebox again and see if you see more or less light. The damper is open when the most light comes down the vent hole. It is closed when the least amount of light is revealed. You may even be able to see the damper plate across the vent hole, which makes the whole process much easier.
Close the damper when the fireplace is not in use to prevent air from coming down the chimney or escaping from it. Remember which position is open and which is closed.