Test drove 04 Saturn Vue and seems to have problem shifting. Is this normal??? How do we know if it is the transmission

If it has a four cylinder engine and it is an automatic, stay away from it. They used a variable "non-shifting" transmission in four cylinder models into 2005. They are known to fail and in most cases will stop moving altogether. If you don't feel it shifting while you are test driving, this is actually normal for that type of transmission.

If it is a V6 then there might be other issues not related to the transmission.