If you have a microscope you can do your own fecals
But you can have worms and not have it show up. I know with horses pretty much ALL horses have worms, its worm load you worry about. I don't know if dogs are the same.
Negative side effects are dramatically depending on the anthelmintic you use. The one in the start of this thread is very safe, minimal issues. You can take up to 20x the suggested dose and be fine. Ivermectin, on the other hand, can kill or at least make dogs with the MDR-1 gene mutation sick.
Typically if one dog has worms the others will if they go the same places, hang out together.. if one picked them up the others will too.