An execution plan (EXPLAIN in Postgres/MySQL/SQLite, EXPLAIN ANALYZE for one that actually runs the query and reports real timings rather than estimates, or SQL Server's graphical plan) is the authoritative way to find out what a query is actually doing — guessing from the SQL text alone is unreliable, since the optimizer's actual choice depends on statistics you can't see just by reading the query.
EXPLAIN QUERY PLAN
SELECT * FROM Employees WHERE dept = 'Sales';
What to look for, in rough order of importance:
Treat EXPLAIN as the tie-breaker for any performance question in this entire reference — every rule above (SARGability, composite index order, selectivity) is a prediction about what the optimizer will do; the execution plan is the actual answer for your specific data and engine.