Good question. When using the remote, the green light on the remote stays on for about 3 secs confirming it is in range. If it gives you a few short flashes, it means you are out of range.
Inside the X, you also have the tiny red flashing lamp in a shape of a fan on the right side of the Navi system (under the "menu" button") indicating that the aux heater has been activated.
You'll find all the info in the manual.