Winchester stamped the rear tang, directly behind the hammer:
If your gun has a tang peep sight mounted, the marking will be under the sight base.
IIRC, The barrel should be marked (stamped) with the chambering, just ahead of the action - .25-20 WCF, .32-20WCF , .38-40 WCF/38WCF, OR .44-40 WCF/44WCF.