How do I find out which SIM is receiving the message in an iPhone dual SIM technology?

Yes. You would see a small square image near the top of the page at: 

The little square icon and text next to it (Work / Primary / Home etc.) Whatever you had assigned,

These are customizable identifier for ever SIM that is used on your device.

These identifiers are also used in the 'Recents' call list as well as anywhere else that you might need to know which SIM/line a call is/was going in/out on.