A commander in the Hall of Shame will have a Red Circle with a Gold Star on the left side when you select Province view or Nation View. (Grey Circle with a Yellow Star is a Level of Experience).

If you select and view the commander (with right-click) you should be able to view his stats and special abilities, including his Hall of Shame ability. (Just right-click on the red circle gold star symbol)

Every commander in the Hall of Fame gets a randomly selected special ability that increases as they sit in the HoF over time.