If Geany has been compiled with VTE support on startup `Help->debug messages` will show the version of libvte loaded, or a message saying could not load or "Disabling terminal support" if its disabled by the preference or CL option. No message means it was not built with support.
Support is added if libvte is found at configure time and VTE is enabled (the default). Configure summary shows if it will be built with VTE support. If it says "no" there may be more useful information buried in the detail of the configure run.