Selenium does it for you. Or at least it tries its best. Sometimes it falls short, and you must help it a little bit. The usual solution is Implicit Wait which solves most of the problems.
If you really know what you’re doing, and why you’re doing it, you could try to write a generic method which would check whether the page is completely loaded. However, it can’t be done for every web and for every situation.
Related question: Selenium WebDriver : Wait for complex page with JavaScript(JS) to load, see my answer there.
Shorter version: You’ll never be sure.
The “normal” load is easy – document.readyState. This one is implemented by Selenium, of course. The problematic thing are asynchronous requests, AJAX, because you can never tell whether it’s done for good or not. Most of today’s webpages have scripts that run forever and poll the server all the time.
The various things you could do are under the link above. Or, like 95% of other people, use Implicit Wait implicity and Explicit Wait + ExpectedConditions where needed.
E.g. after a click, some element on the page should become visible and you need to wait for it:
WebDriverWait wait = new WebDriverWait(driver, 10); // you can reuse this one
WebElement elem = driver.findElement(By.id("myInvisibleElement"));
elem.click();
wait.until(ExpectedConditions.visibilityOf(elem));