Would be nice to have more info. Check the literature first - maybe you can get some clues from other organisms or systems where similar(homologous) or orthologous protein is active. Traditional approach is to  ovrexpress or downregulate your gene (transiently) and it should affect the downstream genes/processes. But it is much easier to deduce the pathway if you have a handful of candidates already.

Again if you have some candidates for upstream players you could try to up or down regulate them and see what happen with your gene of interest.

When nothing is known then as suggested by Mathew A Beale above, sequence everything but it is not cheap experiment to carry out. And you need to be sure that your knockout (or overexpression) system is working well. Also it is important to choose the right time for collection of RNA,; ideally it should be collected when the effect of down (or up) regulation is at its peak but feedback loop could theoretically spoil the picture.

Still more information is required to answer your question correctly, but from the information furnished above I guess you want to detect the effect of gene integration on upstream or downstream of pathway. If integration is withing any of the gene within pathway, then function of gene in pathway may not be functional due to disruption of gene sequence. Another effects may be need to understand the interaction of disrupted gene with other gene in pathway. So you can check the expression pattern of remaining genes of qPCR or western.