So, how should I validate an XML schema (XSD)?
The question you ask is a good one. Just "winging it" is likely to get you in trouble. From the Wikipedia article XML Schema Editor (emphasis mine):
The [W3C XML Schema] standard is versatile, allowing for programming
concepts such as inheritance and type creation, but it is complex.
The standard itself is highly technical and published in 3 different parts, making it difficult to understand without
committing large amounts of time.
So, given the complexity of the W3C XML Schema standard, how do you ensure that a schema that you create complies with that standard? From the same Wikipedia article:
The problems users face when working with the XSD standard can be
mitigated with the use of graphical editing tools. Although any
text-based editor can be used to edit an XML Schema, a graphical
editor offers advantages; allowing the structure of the document to be
viewed graphically and edited with validation support, entry helpers
and other useful features.
At the bottom of that Wikipedia article you'll find a list of XML schema editors, some of which are licensed as "free software."