@webmarkets Hi there, thanks for your question!
In Moz Pro, go to your Campaign > Rankings > SERP Features. This section of the tool will show you any SERP Features you are coming up for based on the keywords you are tracking in your Campaign. So you will be able to see the Featured Snippets you appear for, as well as other types of SERP Features.
Do note, that this section of the tool is solely based off the keywords that you are tracking within a Campaign. So if you are not seeing any data within here, it means you need to add the keyword to your Campaign to track it. You'll have to then wait until your next Campaign update to see #1 how you rank for that keyword and #2 if you (or your client) are appearing in any SERP Features for that keyword.
I hope this is helpful, if you would like to learn more about the section on SERP Features, you can check out this Help Hub page. If you are still looking for guidance on this, you can reach out to our Help Team and they will be sure to help.