Get a faecal sample tested. Most vets should be able to do this testing as it is the same procedure as for cats and dogs. State agricultural or veterinary diagnostics labs should also offer the service and it may be cheaper than the vets but you need to factor in postage, if the lab is not local. There are also mail order options for companies that specialise in doing this testing..... they prepare a slide from your sample and look for worm eggs under a microscope. That said, this testing is unlikely to show tape worms because the eggs for those are shed in large segments that can be seen with the naked eye and look like very small grains of rice that move, so look out for those. You can also check poop regularly for adult worms yourself but not seeing adult worms does not mean your birds do not have them. In fact, it is reasonably safe to assume that most outdoor chickens will have some level of internal parasites.... be those worms or protozoa like coccidiosis or both. It is when those levels become high and start to overwhelm the bird that they have problems, but it is also possible that birds will survive untreated with a low level of worms and coccidia and their immune system prevents it ever becoming a health issue. I have not wormed my chickens in 4 years and whilst I see a round worm in poop every once in a blue moon, my hens do not become overrun with them. They maintain good body condition and lay well, even for older ladies. If one of my hens dies (I have a virus in my flock which kills a bird every now and then), I do an informal necropsy whenever possible and the last thing I do is check their intestines for worms. I occasionally find one, but so far I have never come across an infestation. This leads me to assume that a bird with a healthy immune system can manage it's own parasitic load in my climate. Local conditions may play a part in this, as regards killing worm eggs that are shed onto the ground etc.
I have both free ranged and penned my birds and it does not seem to make a difference. Some people worry that they will pick up worms from wildlife when free ranging but if they are penned on the same ground all the time I would expect that that area to become more heavily infected with worm eggs due to the high density of birds compared to in the wild where birds are scattered over a much larger area.
Some people deworm their chickens on a routine, maybe twice a year just "to be safe" but there are concerns that long term this can lead to worm resistance as well as chemical residues going into the ground through their poop that may cause other problems at a microbe level and also perhaps the bird's immune system being less capable of managing it's own worm burden..... just like people are becoming more and more obsessed with using antibacterial products in the home to produce a sterile environment and then when their bodies are exposed to bacteria beyond their control, their system has no natural defence.
This is just my own personal opinion from my own experience and I am not against the use of chemical wormers but I think we have come to rely too heavily on them and we feel a need to try to exterminate/eliminate all parasites and bugs and bacteria without thinking about the longer term consequences and that a low level balance may be healthier than trying to wipe everything out and keep it that way.
Others will have different opinions. Only you can decide which approach is right for you.