Region Lock

Wait, what do you mean? You want to give away the game you won? Or am I mistaken? o_O

As far as i know there is no way to know :) besides asking person who tou got it from.

If you won the key from a friend, ask your friend if the key has any region restrictions.

Ask your friend. Easy.

Ask him where he bought it. Then search here https://steamdb.info the game, go to Packages and look there if it has some region locks.

Well, a South American sent me a game once and it was region locked for that area.
They just purchased it directly from the steam store as a gift and it was automatically locked.