There's more and more info appearing about DCL's all the time, heres a few to help get you started, as for checking its effect, it depends on what you are doing, the simplist way to see if its working would be to get some external data displayed within a workbook, at least then you can see the data your talking to :)
http://office.microsoft.com/en-us/sharepointserver/HA102078901033.aspx
http://blogs.msdn.com/excel/archive/2005/11/29/497957.aspx
Andrew Carter
.Net & SharePoint