Hi guesssilk!
There are a few ways of finding out. One way would be in the style.css file there is Tag post-formats that will be listed if your theme does support them. Another would be in the functions.php file. The theme would use add_theme_support( 'post-formats', array( 'link', 'quote' ) ) and in the array would list all the supported formats. Another way is in your post’s editor screen.

If you take a look at the provided image, you will see which ones are supported depending on your theme. Some have just an aside, and some will have more.
Hope that helps!
Hi Jose,
Where are these files located?