To confirm the gene integration, perform the PCR analysis using gDNA from putative transgenic plants and control (un-transformed) plants with gene specific primers. If you know the sequence of gene used for transformation, you can do Sanger sequencing of PCR product with gene specific primers. PCR positive plant samples can also be confirmed through Southern hybridization for DNA integration and copy number analysis.
For initial confirmation you can perform PCR, But PCR of genomic DNA samples are not exact evidence for T-DNA integration, sometimes as agrobacterium carry-over could cause false positive. So better to perform southern blotting for integration and RT-PCR for expression.