Firstly, are you talking about SIM unlocking (so you can put SIMs from different carriers in it) or bootloader unlocking (so you can flash unofficial software)? These are two completely different and unrelated things.
If you mean a SIM unlock, it will depend on where you bought it: if bought through a carrier it probably isn't. If bought as unlocked it should be, and if bought second-hand it's anyone's guess. The simplest way to tell is to stick a SIM from a different carrier into it.
If you mean the bootloader, this may vary between manufacturers but if you boot into the bootloader most will tell you there (the word "locked" or "unlocked", or possible "relocked", will be visible on the screen). How you do that depends on the manufacturer, and as you've not told us what phone you have I can't say more than that it will involve restarting the phone and pressing some combination of buttons as it restarts. You can find out what combination for your phone with a quick web search.
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