Look in the acknowledgements section of the papers they publish. There they will indicate funding sources. Make sure to look at their funding for all of their projects because they may not list all of their funding in each paper.
Sometimes they will also list their funding on their websites or in their CVs, but not everone does that. (Which reminds me, their CV will also tell you if they have won any big awards or get asked to give important presentations- a few other signs of a good PI)
You can also ask, but I wouldn't do that personally. Seems tacky and not very respectful, but I don't know.
I should add, look at where former group members have gone on after grad school. If group alumni are frequently getting good positions for post-docs, that really speaks to the PI's abilities as a mentor.