It should be marked, either on the diode or on the box it came in. If you can't find the mark, then you have to measure it yourself.
Take the zener diode, a battery or DC power supply, and a resistor. Wire them all in series, with the NEG (cathode) end of the diode closer to the POSitive side of the battery or power supply.
Connect your voltmeter across the diode, and slowly increase the power supply output voltage while watching the meter.
You'll see the voltage across the diode increase slowly, tracking the power supply, until you reach the Zener voltage. At that point, the voltage across the diode won't increase any more; it'll just stay there at its 'reverse breakdown' voltage, which is the Zener voltage.
(If the voltage across the diode goes to around a volt and won't go any higher, the polarity is wrong. Reverse either the diode or else the power supply.)
You probably want a wild guess at what the value of the resistor should be. That's difficult to specify if I don't know the power rating of the Zener diode you're testing. I'm going to make the following suggestion completely in the blind: Select the resistor to limit the series current to 30 mA even if you have to crank the power supply up to 50 volts. R = 50/.03 = 1.5 to 2 K-ohms, rated for a couple of watts.