Well normally you will see it, but other times once you get the cut cleaned out and the bleeding stopped and you poke around in there with a pair of tweezers or whatnot, you can usually see, or feel, something.

But if you don't but you suspect something IS still in there, this is this... black tar-ish stuff you can buy to cover the wound and it "draws out" stuff. I can't remember the name, my parents used to have some in a small round orange container. The stuff was thick and black and smelled funny, but it would draw out all kinds of stuff. I don't know HOW but it did!