CHECK THE BARREL
The first step in determining what ammunition your firearm is capable of shooting is to read the barrel or side of the gun. Most firearms are clearly marked with the caliber they are chambered in for safety reasons.
CHECK THE OWNER'S MANUAL
If your firearm is not clearly marked and you still have the owner's manual, you should consult the owner's manual before purchasing ammunition. Before shooting any plus pressure ammunitions, indicated by the +P or +P+ designation, you should refer to the manual to make sure that it is safe to fire.
ASK A QUALIFIED GUNSMITH
Worst case scenario is you have a firearm and you don't exactly know what caliber it is, there are no markings and there is no manual. In these cases, the safest thing to do is to take your firearm to a qualified gunsmith and have them complete a process known as slugging the barrel.