1) The easiest test to do is, with the ignition "ON", short the wire that connects to the neutral switch to ground (frame). This should turn on the light, which is what the neutral switch would normally do. If this test works, then replace the neutral switch. If that doesn't do the trick, then......
2) the next step would be to check for a burned out bulb, then......
3) check for voltage at the bulb. If you have voltage at the bulb, then.......
4) try grounding out the opposite side of the bulb with a short piece of wire to turn the bulb on.
If that works, there's a break in the wire that runs to the neutral switch.
If you don't have voltage at the bulb with the ignition on, check the fuse (probably not the problem if everything else is working) and then trace the wires back through the loom to the connection in the headlight and check for voltage there.
Keep back-tracing until you find the break in the circuit.
The main thing to remember about the neutral switch and light is there's supposed to be voltage to the bulb whenever the ignition is on, and the neutral switch provides the ground to complete the circuit.
If you don't already have a repair manual for your bike by now, you need to get one.
Steve F.