Contact the insurance company ... most likely there will be a 1099-R issued in January which you will report on your income tax return if you are cashing it in and that will show the gross distribution and any taxable portion if any.
If this was due to you being a beneficiary on a decedent's policy then it is always tax free and no form is issued. And since this is always issued in a check format the bank is not required to tell the IRS anything.
