You can try creating an php_info page to check if the module is loaded.
info.php
<?php phpinfo();?>
ref: http://www.phpinfofile.com/
I'm using PHP 5.5.9 and memcache works fine. Note that i'm using a *nix machine though.
memcache
memcache support => enabled
Active persistent connections => 0
Version => 2.2.7
Revision => $Revision: 327750 $
Directive => Local Value => Master Value
memcache.allow_failover => 1 => 1
memcache.chunk_size => 8192 => 8192
memcache.default_port => 11211 => 11211
memcache.default_timeout_ms => 1000 => 1000
memcache.hash_function => crc32 => crc32
memcache.hash_strategy => standard => standard
memcache.max_failover_attempts => 20 => 20