It can be rather hard to tell when the hymen is broken as it can break in everyday life. A sign that it has been broken is bleeding and a sharp pain.
1 Additional Answer
You will know if your hymen is broken after the first time you have sex. If you do not bleed then it was most likely broken. Most women will have their hymen break the first time they have sex. Occasionally a hymen can break before that from playing a lot of sports but it isn't very likely.