One way could be to check the code of the program.
But of course this might not be possible... Not everyone knows a programming language. And even if you did, you might not know the programming language they used.
Another way is to download a program that monitors your incoming connections and outgoing connections from your computer/android/iphone.
When someone or something connects to your device, the program should alert you. Or when the computer makes a connection to a website/device.
