Click on Network icon in system tray. Then right-click on connected wireless network & click Status.
In the next dialogue box, see the speed of network as located in following screenshot:
If your speed is greater than 130Mbps, its 802.11N otherwise not. Some standard values for 802.11N are 150Mbps & 300Mbps. In my case, its 802.11g as speed is 54Mbps.
If you want to see clear solid indicator, simply hover over connected wireless network. You can find Radio Type in tooltip.
In the screenshot, you can see that my Radio Type is 802.11g.