Currently to have a product shown on your CMS site is to set the web catalogue field, and set the product in a web group.
You can use a report to check what products have the web catalogue field set, but there is no way to see what products are not in a web group. It would be great if we could add some handling to be able to filter on this, like using a collection filter, to be able to find products that are set to show on web but do not exist in a web group.