How do we know what content is in/from the different settings?

The 5th edition rules place the emphasis on the Multiverse, which includes all of the other D&D settings within it.

The basic rules apply to all settings unless something specifically says they do not/are different, or your GM says otherwise.

This book, the Player's Handbook, and the Monster Manual present the default assumptions for how the worlds of D&D work. Among the established settings of D&D, the Forgotten Realms, Greyhawk, Dragonlance, and Mystara don't stray very far from those assumptions. Settings such as Dark Sun, Eberron, Raven loft, Spelljammer, and Planescape venture further away from that baseline. - Dungeon Master's Guide page 9

All these worlds share characteristics, but each world is set apart by its own history and cultures, distinctive monsters and races, fantastic geography, ancient dungeons, and scheming villains... ...But they're all D&D worlds, and you can use the rules in this book to create a character and play in any one of them. Your DM might set the campaign on one of these worlds or on one that he or she created. Because there is so much diversity among the worlds of D&D, you should check with your DM about any house rules that will affect your play of the game. Ultimately, the Dungeon Master is the authority on the campaign and its setting, even if the setting is a published world. - Players Handbook Page 6

Any sourcebook which is limited to a specific setting will say so, such as the Guia de aventureiros da costa da espadaou Guia do Mestre da Guilda para Ravnica, as discussed in other answers.

I not aware of any Official WoTC lists, but Wikipedia does have a list of all the Settings, and these wiki pages usually have links to compiled lists of adventures/modules eg: Reinos Esquecidos

In general there is no singular resource to the various campaign settings that D&D and other products have used throughout history. That being said there are a few practical ways to know what is appropriate for each setting:

The Setting Books

Each setting has some published books associated with it. If you were playing in Planescape then you probably want the Configuração da campanha Planescape, Guide to Sigilou outros livros.

Don't know what books are available? Wikipedia often has a list of publications associated with different settings (here's the Reinos Esquecidos list as an example). I've also often seen fan guides which list publications for different games or settings.

How do you tell which setting a book or topic is applicable to? Books or sections which are applicable to an individual setting will tell you so. For example, the product description of the Guia do Aventureiro da Costa da Espada diz:

For use with the fifth edition Player’s Handbook, Monster Manual, and Dungeon Master’s Guide, the Sword Coast Adventurer’s Guide provides the setting, story, and character options needed to participate in a game anywhere along the Sword Coast of the Forgotten Realms.

However, most books won't have this kind of information because most books are not setting specific.

You didn't indicate your experience with D&D, but once you've been through different campaigns, at different tables, and at different times you've likely developed a passable knowledge of different settings. You may have played lengthy campaigns in some settings, or maybe you just learned about them through tangential conversations with your fellow players. But you'll pick up a lot of that information over time.

You can also read about them online. Many settings have fan pages (for example, Mimir.Net is dedicated to the Planescape setting) or wikis, though the quality may be poor at times. There may be forum posts with interesting discussions that help you understand the setting.

By Asking

When all else fails, just ask your GM. They likely told you to use the Forgotten Realms materials assuming that you were already familiar with them. There's no issue with asking for more information.

You could try the Guia do Aventureiro da Costa da Espada since that is specifically set in the Forgotten realms if you want some specific details. Otherwise try a web search for the Forgotten Realms and looks for articles and wiki pages.

Anything that is in the PHB and DMG can be considered to be available for all D&D settings. To know what things are setting specific you'd need to know what book they are from. DNDBeyond.com would be a good place to work this kind of thing out. It lists all of the spells and items from all officially published books and modules. You'd just need to check which book and item/subclass/spell is from to know which setting it is from.

You can find a list of all the Forgotten Realms specific books and modules on esta page. Most of the modules are from that setting. You should be able to confirm which module each setting is from via a web search or two.

I'd suggest not using anything from any published module without clearing it with your DM. Source books should be acceptable but actual modules might contain spells and items that your DM might not be expecting or accept.

I'd say the main things you need to do are:

1. Pick a patron God who operates in the Forgotten Realms.
2. Pick a home town/city that exists in that setting.
3. Pick any guild or background affiliation that exists in that setting.
4. Avoid taking things from any source books that aren't based in the Forgotten Realms (e.g., Guia de Guildmasters para Ravnica)