In most cases you can inspect the brake pads on your car without having to remove the wheel. If you can see the brake assembly through the wheel, then you should be able to check the brake pads. Identify the brake pad and check the thickness. If the brake pad is less than 1/4 inch thick then it is time to have your brakes replaced. Most disc brakes come with what is called a wear indicator. The wear indicator is a small piece of metal that is in the brake pad. When the pads wears down far enough the metal will rub on the rotor creating a squealing noise letting you know it is time to have your brakes checked. Continuing to use your brakes for many more miles will result in further costly repairs.
If you cannot see the brake pads through the wheel, then you will have to remove the wheel in order to do your inspection. Once the wheel is removed you should be able to get a good look at the brake pad. Some calibers on wheels will have an inspection window you can see the pad through. If you want to go a little further and you are mechanically inclined you can remove the caliper from the rotor and inspect the brake pad. If this something you have never done, then you should leave it up to a professional mechanic to do the inspection.