There are a couple of different types: AGP and PCI express (and also regular PCI, if your computer was made, like, in the early nineties). The most direct way to find out is to open up your computer and look at where your video card connects to the motherboard (
AGP vs
PCIe); if you can't tell from what the slot looks like, there's usually some writing on the circuit board that says AGP or PCIe.
If that doesn't work, lookup the motherboard (or computer model if it's a packaged PC from Dell or another big company) and look at the specs. You can also check out the documentation for your current video card, if you have it.
I'm sure there's an easier way to check, like in software, but I'm at a loss.