If my credit union IRA 1099-R has the SEP/SIMPLE box checked, how do I know whether to answer that it is a SIMPLE IRA or a SEP IRA?

You should know the type of IRA you have when you set up the account, otherwise it should be indicated on the periodic statements that you receive. As a last resort, you can ask the account's custodian.

What is the exact question it's asking you?  Does it say....Is this 1099R for a contribution that your employer made to a Simple or SEP account? 

Why did you get the 1099R?  What code is in box 7?  Simple and SEP IRA accounts come out of your paychecks at work.  If you contributed to a IRA yourself at the Credit Union that is a regular IRA.  So say NO.