You're not at a point where you'd have to press and hold the Self Test button. With the door open, press and release the button to access the first page which is Self Test Inputs. Press and release the same button to go to the next page. Continue doing so to go through all of the Self Test screens.
Note that if you have credits on the machine, many of the self test pages relating to hopper and credit limits are removed as you cannot adjust those settings when there are credits on the machine.
You should not have to power cycle the machine to get out of the self test menu. Once you get to the "OUT OF SERVICE" screen, press and release the self test button one more time (and wait about ten seconds) to exit the menu system.