If you would like to test the emails set up in your campaign, here's what you should do:
Final step > Filter (top left) > Search of leads that are "scheduled" > You'll see test email on the bottom right.
In short, you can send test emails to leads who have not yet received that step.
NOTE: Unsubscribe Links As well as Other Link Click rates do not work during a test email. This is to prevent you from running false positive unsubscribes or link clicks as a result hurting/burning a lead.