MIDI-OX (for Windows) has a "MIDI Sync Transport" window (you show it through View, MIDI Sync) that will show the received clock, as long as you add the BeatStep MIDI port to its list (in Options, MIDI Devices).
There might be other, simpler, more specific tool apps for this, but if you have MIDI-OX already for other things (useful to debug MIDI issues through the MIDI Monitors) this could be a solution