weights can balance it out, but in some cases it can take a lot of weight. You may get uneven tire wear depending on the amount it is bent.
As far as checking it goes......
If you have something you can put the tire up on so that it is sitting upright but suspended from the center, you can spin the tire and use a dial indicator to check it, but you would need something that you would be able to spin it straight and true with. I am assuming you have a tire mounted on it now, so your next option would be a level on a straight edge. get the rim sitting level laying on its back or face, doesnt matter which side you do first, then you put the straight edge to the outer lip on each side of the wheel and lay your level on it. Rotate your straight edge so you go all the way around on each side and you should see if part of the wheel is bent.
Also, when you do support the wheel laying flat, only support it from the inside, meaning stack up blocks to the mounting surface on the inside. Then you just need to make sure your blocks that you are setting it on are level and you dont need to worry about your tire messing up your level reading or anything like that.
As far as the employee telling you your rims were bent.... What kind of balancer is he using? Are they using a roadforce balancer (they will usually advertise the fact that they do).... If they are using a cheap balancer, chances are he just had the wheel mounted on the balancer slightly crooked. More likely than that even was that he was tricked by an optical illusion while the wheel and tire were spinning on the balancer and just thought the wheels were bent.