I've often come by questions that require proving that a certain regular expression belongs to that language.
Example:
Given $\Sigma = \{0,1\}$, and the language $L$ of all the words that have the combination $01$ only (and exactly) once, and a regular expression $r = (1^*)(0^{*})01(1^*)(0^*) $, prove that $L(r) = L$.
How can we prove such a thing? is it induction?
As J.-E. Pin already noted, you can’t say that $r$ is in $L$: members of $L$ are strings of zeroes and ones. What you mean is that $r$ generates or represents $L$. To show that this is the case, you must show that $L(r)=L$, which you can do by showing that $L(r)\subseteq L$ and $L\subseteq L(r)$.
It’s clear that any word matching $r=(1^*)(0^*)01(1^*)(0^*)$ contains at least one instance of $01$, and you shouldn’t have too much trouble explaining why it contains only one instance of $01$; that will show that $L(r)\subseteq L$. To show that $L\subseteq L(r)$, suppose that $w\in L$. Then $w=u01v$ for some $u,v\in\Sigma^*$ such that neither $u$ nor $v$ contains any instance of $01$. If you can show that the regular expression $s=(1^*)(0^*)$ represents the language of all binary strings that do not contain the substring $01$, you’ll be done: you’ll know that $u,v\in L(s)$ and therefore that $w\in L(r)$. I’ve left an informal proof of that result in the spoiler-protected block below.