Nikon d5000 help ttl?

I just got my sb600 and i have a nikon d5000. Do i have to be out of manual mode in my camera to use the ttl. How do i check if its working

That's one of the annoying things about TTL - it's like a lot of magic happening in the background, you can't really control it. At least not with the cheaper ones, the expensive flashes may have a feature that makes them show at which power they fired afterwards (i guess… I don't have any such flash). But with the cheaper ones at least leave you in the dark about that, you basically have to trust them if you want to use TTL.
If the flash produces reasonable exposures, then TTL is working. Try using it in different lighting situations and subject distances.
It does not depend on manual mode, but with manual mode you can gain at least some control over a TTL flash. Set your normal exposure parameters to underexpose by about one stop. Then you know that the flash on the camera will contribute that missing stop worth of light to boost the brightness to a normal exposure. Since one stop underexposure means that half as much light is there as is needed, you then know that the flash will contribute the other half. I. E.flash and ambient light will be evenly balanced. Similarly, if you use two stops underexposure of the ambient light, then there's only a fourth as much light available as needed, and the flash will contribute the other three fourths.
This way you can predict the balance between the flash and the ambient light.

Set your camera to A mode. Dial in f5.6. Set iso to get a shutter speed that allows handholding. Make sure the flash is in the hotshoe and powered on. Set flash to ttl, fire a test shot. Set flash to ttl-Bl, fire a test shot. Turn flash off, fire a test shot. Compare the three.

TTL flash is good for fill in flash and little else (it can be done with a lot of mind bending).
When taking any flash shot you're taking two simultaneous exposures made up of two components, the ambient light component and the flash light component.
With your camera in any auto mode (Aperture Priority, Shutter Priority or Program Mode) and your flashgun in TTL the camera will automatically control the quench point of the flash which controls the flashguns output to match the ambient light. The camera will use the shutter speed/aperture settings normally used for a correct exposure without the flash component.
If you put your flash and camera into manual mode you have far more control.
All DSLR's use a shutter over the sensor, there's a maximum shutter speed that can be used which exposes all the sensor to the light from the flash, called the 'X' speed. This varies from camera to camera, but is always in the range of 1/160th to 1/250th of a second.
Manual everything works like this.
Aperture/ISO controls both the ambient and the flash component.
Shutter speed controls just the ambient component, the flash duration is far shorter than the shutter speed, typically 1/10, 000th of a second, certainly faster than 1/1000th of a second, so shutter speed has no effect on the flash component.
Flash power and flash to subject distance alters just the flash component.
For any setting of Aperture and ISO, by using the shutter speed and flash power/flash to subject distance we can independently set the flash and ambient component. This is the big advantage of manual everything.
A practical example is a room or studio with fairly low light. If you set the shutter speed to the X speed for your camera and a small aperture say around f11, not alot, if any, of the ambient light will be recorded, an exposure without flash would be just black.
Introducing your flash you set the flash to subject distance and flash power to get a good exposure of your subject. The easiest way is to use a flash meter, but you can just 'chimp' it (empirically, take a shot and check the screen and adjust to taste).
If you don't let any of the light from the flash fall onto the background you'll have a perfectly black background, a so called 'floating head' shot, which is one of my favourites.
If you slow the shutter speed down from the X speed you will progressively allow more of the ambient into the shot, and the background will begin to show in your image. How much is up to you - total control.