Screen your colonies by touching a sterile tip to each colony on your plate into tubes of 5-10uL of dH2O. Then use that as a template for PCR with primers from the plasmid you hope to have just inserted into your bacteria.
Colony PCR is rapid way of testing...but always verify it later too....If you are choosing a proper plasmid for such applications, such as those which have GFP or RFP reporter genes can also suffice your requirements as the colonies can directly be visualized...
Do you mean IMMEDIATELY after transformation is done in competent cells and BEFORE growing transformed cell on antibiotic selection plate for overnight?