For civilian firearms, they are usually marked on the gun. You will probably need to pay a gun shop a visit for some hands-on advice.
Mainly from the markings on the gun by the maker.
Contact the maker.
Find books on the maker.
call the maker.
by stalking him
Gunsmith, gun show, gun shop, pawn shop, or old catalogs of the maker
Find a book with sn's from that maker.
You will have to contact the maker to find out.
Post the maker's name and serial number.
List the maker, caliber, type and serial number.
You will have to call the maker or go to a locksmith
Get a manual from the maker or find a good gunsmith