You can use the m-file "test_mexnc.m" to run all the tests.  Be sure that
your path is set correctly and will pick up the new version of mexnc.
"text_mexnc" will prompt you for confirmation on this.

Caveats:  
Quite often when I find a bug, after fixing it I will add code to the test
suite to explicitly test that bug to make sure it is fixed.  So if you
are one of those people who have a build that is older than the latest
release then you should not expect your mexfile to pass the latest test
suite, and in that case it might be easier to just not bother with it.
The test suite is more for people who want to contribute a mex-file
build for an architecture for which I personally don't have access.
If you really want to try it, though, what you can do is to download
the test suite for your particular build with subversion.  For example,
if your mex file is compiled against the 2.0.15 release, you can retrieve
the 2.0.15 test suite from the subversion repository with 

svn co https://svn.sourceforge.net/svnroot/mexcdf/mexnc/tags/mexnc-2.0.15 ./mexnc-2.0.15

Please note that opendap builds continue to fail the test suite.
You will probably see an error looking something like

    ??? Error using ==> test_rename_att
    test_rename_att:  Test 14:  Succeeded when it should have failed


    Error in ==> test_mexnc at 69
    test_rename_att ( 'foo_rename_att.nc' );