Once you have connected to a server using Windscribe, note down the IP address shown in the Windscribe app/ browser extension.
While still connected, visit iplocation.net(https://iplocation.net/) on your browser and compare the IP address shown to the one you noted down earlier. If they are identical, then Windscribe is functioning as expected. If iplocation.net shows your actual IP address, then a VPN tunnel is not being created through Windscribe and it is not working as it should.