Most modern web browsers give some kind of visual feedback when the current website is viewed via a secured connection, usually in form of a padlock icon or similar in the address bar. Clicking on that icon usually gives further information about the encryption algorithm used and about the cryptographic certificate of the website you are visiting.
Other, non web-browser applications which use the internet have different methods to inform the user about the encryption status of their connections, or lack such a feature.
But in general you can only rely on what the application tells you. When you are using a non open-source application and you want to know if it communicates encrypted or not, you can only use a traffic capturing tool like Wireshark and look at its network traffic. That way you can check if it communicates in clear-text or not. But even when you can't spot any clear-text in its traffic, you can't easily see how good the encryption really is (or if it is really encrypting at all and not just using a strange encoding). You can only find out through in-depth cryptoanalysis.