cvx_version
shows CVX and MATLAB version, among other things
cvx_solver
shows the installed solver versions available under CVX, and shows which is the default. That will also show the installed Mosek versions available under CVX.
mosekdiag
standalone Mosek information, including whether it is correctly installed for MATLAB, but doesn’t directly tell you what is installed under CVX.
The Optimization Toolbox for MATLAB can be used with MATLAB version R2015a or newer on all 64-bit platforms.
I have not heard of any problems running CVX 2.2 with any MATLAB versions R2015a or newer under WINDOWS. Things might be a little more precarious under Mac.
The last time I ran CVX under Ubuntu, or any Linux, was 6 years ago. There have not been many recent reports on this forum of experience using CVX under Ubuntu one way or another.
Nevrtheless, Linux version of CVX2.2 can be downloaded, and I haven’t seem any complaints. So I don’t know of any difficulties. But I haven’t verified there aren’t any.