If installed properly, there should be a solid pipe from the fireplace wall to the burner. Flex-pipe is not allowed by code. Here is a simple approach:
With the interior valve closed, you can connect the tank (is it outside or inside?) and apply bubble solution to the fittings. This will reveal any leaks . . . as they say, "No bubbles, no troubles." You can then turn on the gas and light it.
More serious approach:
Buy a gas pressure valve ($15). Disconnect the burner and cap that end with a typical pipe cap. Attached the valve to the gas-side of the setup and fill it with no less than 15 psi air from a compressor. Let the valve sit over night. If it has not moved, your system is tight. Reconnect the burner, connect the gas, have a warm night!