How do you check if you have a broken line?

Use your plumbing connection at the return line to the pool. You will have to make up some plumbing fittings to adapt to a standard garden hose,with a pressure gauge installed. This is simple and any pool supply store or plumbing supply house should be able to make up the fittings for you. Next plug all the lines in your pool with your winterizing plugs. Use your garden hose and fill the the lines with your house water pressure to 25-40 lbs of pressure.Next, shut of the water at the adapter and see if it holds the pressure. If it dosent hold, isolate each line with you pool shut offs until you find which line is leaking.

But how do you tell with this method if it is the line, the valve (at the pump) or the fitting (at the pool wall)?

The best way is to plug your line below the valves, a simple test ball can be used for this. Any local pool professional can do this for you if you don't have access to the proper tools.