I have Lumia 820 with Windows Phone 8.1. I bought bluetooth headphones with aptx. And I want to check transmision is using aptx codec. How?
The first thing to check would be if your phone manufacturer even claims to have included aptX support.
I'm not seeing anything about it on GSM Arena, though they do mention it for other phones that have it: http://www.gsmarena.com/nokia_lumia_820-4968.php
And on the aptX website the only Lumia listed is the 630: https://www.aptx.com/products?field_product_brand_tid=3&field_product_category_tid=126
So I would say you don't have it and the transmission will likely fall back to SBC when you stream to those headphones.