Go to Reports then One Off Report. If there are no transactions shown for the prior period, you have not filed your previous payroll.

You can also check the Reports - When Filed report for the relevant month.

If the pay does not appear on either of these reports, it has not been filed.

As a final check, go to Calculate Pays and make sure the pays are as you left them at the end of the prior period, preferably checking them against the management report you printed.

Once you are certain the prior period pays were not filed, file them and then continue with the current payroll.