Choose a cool, breezy or windy day to conduct the test.
Shut all windows and doors in the house. Turn off the furnace.
Turn on all exhaust fans that send air to the outside. Examples include bathroom and stove vents.
Light an incense stick with a match or lighter. Gently blow on the incense flame to extinguish it. Be careful not to let hot ashes fall on anything flammable.
Alternatively, read and follow the instructions on a smoke pencil package to set it up and use it correctly. The smoke pencil is powered by batteries and uses wicks or fluid to create a wisp of white smoke. The amount of smoke it emits typically is controlled by a finger trigger.
Pass the incense stick or smoke pencil slowly around the edges of the window to check for drafts. If the smoke is either sucked out of the room or blown into the room, there's a draft.