If you only adjusted the windage then you are most likely ok. If you adjusted your elevation then you are probably SOL. To be sure, take your sight off of your mount. You can leave the mount attached to your gun so that you don't have to re-zero. Turn the sight upside down. You will see a small disk that should be partially inserted into a slot in the adjustment bar. If the disk is still partially inserted into the bar then your sight is fine. If the bar is broken with the slot fully exposed then you have a damaged sight and will no longer adjust or hold zero.
Below are 2 examples with the broken sight on the right. The screwdriver is pointing at the section where the bar has been broken at the slot. You can see that the sight on the left has the disk still partially inserted into the slot.
We get these in like this from time to time. I had to break this one myself for the photos and it takes a lot of effort to get it to break. If you look at the disk on the broken sight you might be able to see that the metal on the disk was actually starting to shave off. That gives you an idea of how much it takes to actually get it to break.