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How to verify all the references used in the article or not from the auxiliary file?

Or is there any other file to check it?

If any one reference not included in the article, whether that reference highlighted by red colour?

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There are three packages you can try.

With showkeys (load in the preambel with \usepackage{showkeys}) you can see the used keys (printed in the resulting pdf file).

With refcheck (load in the preambel with \usepackage{refcheck}) you can see numbered but unlabelled equations, labels, which are not used in the text and unused bibliography references. Besides, it displays label and bibitem `keys' in text margins (printed in the resulting pdf file).

checkcites is a Lua script written for the sole purpose of detecting unused or undefined references from both LaTeX auxiliary or bibliography files. (Thanks @torbjorn-t for his comment and link!)

Please follow the links to the package documentations and samples for more information.

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