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The choke screws into the inside of the bore at the muzzle.
If you clear your weapon and look down the muzzle, you should see some notches in the end of the barrel, most modern chokes screw in to the business end of the barrel and are not visible when looking from the side. there should be some slots cut into the choke tube
Also look very closely on the side of it when you take it out. it should say what choke it is. If the gun only came with that 1 then I would assume it is either modefied or improved cylinder
as a father and a avid outdoorsman I encourage anyone to ask questions before they go forward blind I don't think anyone on this forum would give you bad advise from a legitimate question
The choke you want to use depends on what you are shooting, clays, ducks, geese, deer, elk, home intruders etc. I.e. You don't want to shoot a slug out of your shotgun with anything other than a cylinder bore choke and you don't want to shoot 00 buck shot with anything more restrictive than a improved cylinder (some might disagree). You'll need to get the right choke for the job.