Be careful!
If you are showing real ads, do not click on them. You may cause Google to become suspicious about illegal clicks. Google is known to ban and suspend without warning any accounts they think are violating their TOS and it can be very difficult to reverse their decision.
If you are showing test-ads, then you can click as many times as you like without having to worry. However I don’t think that those clicks show up in your dashboard. Test ads are clearly marked as such. Normally just a simple graphic with AdMob branding and some text.
You usually don’t have to worry about checking clicks. If ads are showing, and you don’t see any errors in your logs, AdMob is working and any clicks will register. The clicks do not register immediately. You may have to wait up to 12-24 hours before you see any meaningful data.