It seems it's illegal to ship live queen ants in US.
Therefore how I can recognize if I'm having a queen in my ants colony? Or how authorities would recognize?
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Just so we're clear, it is both illegal to import live queen ants into the United States and illegal to transport live queen ants across state borders. And more importantly, it is simply a bad idea to transport queen ants, because ants have a knack for becoming invasive, and harming local ecosystems.
A queen ant can easily be identified, especially if you have a worker to compare against. Each species is different, but almost all queens have the following characteristics:
If you are collecting in the wild, don't confuse the queen with the male and female alates. The male alates have wings, small heads, and different proportions from the female alates. The female alates will look identical to the queen, but they will also have wings. Once a female alate mates with one or more males, the female will form a dig/find a founding chamber, shed her wings, and become the queen of her own colony.
To someone who has spent any time at all around ants, a queen will be easy to identify. The large thorax, even in isolation, is a dead giveaway that the ant you are looking at is a queen.
When you say "colony", I'm assuming that you are either attempting to order a living, functioning ant colony, or you are attempting to order an "Uncle Milton"-style ant farm.
In the first case, the only way the colony is "functioning" is if it has one or more queens (depending on the species). Very few species of ants will do much of anything else there is a queen around. It's not that the queen directs them; rather, without the queen, there's no point to what they're doing, so they don't do it.
In the second case, you'd be getting one of those species that does operate without the queen: harvester ants. Harvester ants also have the benefit that they are much larger than average, so they are easy to see. However, the harvester ants will eventually die out (like all worker ants do), and will have to be replaced.