Read the chimney's manual. Certain pre-fabricated chimney flumes are lined. The manual will tell you if there is a liner.
Reach up into the chimney and feel if the inner walls are smooth or rough. Most liners create a smoother surface than the brick or cement used to build the chimney, though this isn't a sure-fire method since some liners are made of a cement mix.
Rig a home video camera with a rope and turn the light on. Climb a ladder and lower the video camera down to look at the wall. Shine a flashlight down to increase the lighting in the flume.