If your engine is running fine, I'm not sure that testing it will show anything out of spec. but below is the procedure if you're interested. It's from a Haynes manual for 84-89. If you're concerned about the coil going out, you may want to consider picking up a new one or one from a salvage yard (can't remember if these coils are cheap or expensive brand new) and keep it in the Jeep; they're easy to install. If you're unsure as to what connection is what on the coil, I'd pop for a manual or visit your library where they often have them to review or check out.
While you're at it, you may want to pick up a crankshaft position sensor. They are very common failures on the XJ and when they go south, you will not have ignition or fuel and last I heard, that's not a good thing.
1. Detach cable from negative battery terminal
2. Using an ohmeter set on the high resistance scale, connect the positive lead to the primary terminal and the negative lead to ground. The ohmeter should indicate infinite resistance. If it doesn't, replace coil
3. Using the low resistance scale, connect the ohmeter positive lead to the positive primary terminal and the negative lead to the negative terminal. The ohmeter should indicate zero or nearly zero resistance. If it doesn't, replace coil
4. Using the high resistance scale, connect the ohmeter negative lead to the negative primary terminal and the positive lead to the high voltage terminal. The ohmeter should indicate infinite resistane. If it doesn't, replace coil.