A very fundamental way to find this is to perform the absorption spectroscopy of the material. A direct bandgap material will absorb the light of wavelength equal to its band-gap whereas an in-direct bandgap material will not.
Optical measurement can determine the band gap is direct or not. The absorption spectrum of direct band gap materials should be able to more clearly distinguish intrinsic absorption band and absorption edge, the change is relatively slow, but that for indirect band gap materials is steep.
One of the classifications of semiconductors is on the basis band gaps. The minimum energy gap is the difference in energy between the conduction band-edge and the valence band edge. If both the band edges are at the same k-point of the Brillouin zone, the band gap is direct. If these differ by a finite wave vector, the band gap is indirect. These can be determined by optical absorption experiments. If one plots the coefficient of optical absorption as a function of photon frequency and notices a sudden steep rise in absorption, the frequency corresponds to a direct band gap energy. If, however, at first there is a small gradual rise for a frequency range followed by a sudden rise, the spectrum corresponds to an indirect band gap. The frequency at which the absorption coefficient starts rising gradually is the measure of the indirect gap. In indirect band gap semiconductor, in addition to a photon, a phonon is also involved in the conservation rules for the momentum and energy.
Theoretically the energy gap can be determined by a first-principles calculation within the Density Functional Theory (DFT). However, the Local Density Approximation (LDA) in DFT does not give accurate band gaps.
My analysis of the band gap is a general one, as mentioned in text books for teaching. For specialized cases, one should consult an expert who does research in this area (optical properties/spectroscopy of materials).
Direct bandgap can be estimated from the plotting of (ahv)^2 in Y axis and energy photon in the X- axis, the intercept of the straight line in X-axis is the direct bandgap. However the indirect bandgap can be obtained from the plotting of (ahv)^1/2 in the Y- axis and photon energy in the X- axis and the intercept of the straight line in X-axis is the indirect bandgap.