You need to have the IMEI number of your device, and to find a tool on Internet that can tell you what carrier it is locked to with that info. Usually you have to pay for the complete info about your device, but if you're lucky you might find a tool somewhere that does it for free, or that gives the carrier info in its trial version.
If, as I gather you are, you're stuck at the activation screen, and if you don't have the original box of the iPhone, you'll need to hook your device to a CPU and check out the USB buses to get the IMEI. Google it all for the tools and know-how.
Well... if you're sure what country it's from you can call each main carrier to know if it's their phone. A task made easier by the fact that, usually, the iPhone is restricted to only the most prominent carriers. So depending on which iPhone it is, you can easily know what carriers to call first.