..that is the big question. How can I do it? 
Maybe I have burned it out due to some shortcut or something, and I do not know if the PCB is alright either.
The simplest program is the Tx Test:
http://www.ucapps.de/howtodebug/test_tx.hex.zip
You can connect a LED + 220 Ohms resistor between the Tx pin and ground in order to ensure that the PIC is working (note that the LED has a certain polarity, so just try both directions)
Best Regards, Thorsten.
Oki, thank you very much. I will try that.
What should I expect to happen? The program will flash leds on all output ports?