This is a very open ended question with no real answer.
It depends on the type of monitoring being implemented.
If they are looking over your shoulder, they may be doing so using software like SCCM or LANDesk.. While LANDesk has a system tray icon which glows white/yellow when you are being watched, SCCM doesn't but does have an optional "RDP" style bar which lets you kow.. and the smart solution doesn't have any form of identification.
If they are monitoring internet usage, they may be doing so by using a proxy server - in which case, you will have absolutely no way to know whatsoever. You could check your proxy server in internet explorer to see if you go through one, and that would give an indication.. but they could just set your default gateway on a smaller network to a proxy server and before you know it, you have no way of knowing again.
They could be using system auditing and event logging - in which case, you may or may not be able to tell by checking the event logs for your PC (look at the security log for events) which could give an indication.
If you have company mail, the administrator and some managers probably have access to your mailbox in some form.
You could possibly try looking at a nestat report for your machine, but this will just list connections to your PC (websites, mail servers, company app servers etc.. but may also list a management server)
Generally, smaller companies in my experience won't monitor staff PCs very closely for app usage etc as the time required and the man power just isn't there, but that doesn't mean they can't do it or won't do it if they have reason to do so... but it can be a costly thing to implement.