There is no CLI command that I know of. Usually, people just use the Manger to see what policies are applied.
If you wanted to verify, you can look in /etc/sisips/agent.ini and locate the line:
policy.name=<NameOfPolicy>
However, this should not be necessary. Once the red flag in the manager is gone, that means that the agent has informed the manager that the policy was successfully applied.
Note that the self-protection feature of CSP will not allow you to view this file if you have a prevention policy applied to the agent.