Or in particular case of this number it was possible to prove its primality?
I'll try to place this in the context of the 1990's, when the curves were created; at that time, algorithms such as AKS were unknown.
I don't believe Certicom has published what criteria they used to assess primality.
However, what was known at the time was that, if you had the factorization of $p-1$, it would be straight-forward to prove the primality of $p$.
For secp256k1, $p$ (and thus $p-1$) is a 256 bit number; I believe that it was practical (at the time) to factor a 256 bit number [1]; hence if they wanted to, they could have proved the primality.
Alternatively, an early form of Elliptic Curve Primality Testing was also known at the time; it is possible that they used that to prove the primality of the curve orders (as well as the primality of the field characteristics)
Now, I don't know if they did - they also defined much larger curves (where some of the above techniques would have been impractical), and so they may have satisfied themselves with probabilistic methods (such as Miller-Rabin, which was also known at the time).
[1]: Back in the 1980's, I was factoring 200 bit values on my IBM AT; they would have had considerably more resources than that at their disposal.