It's different with different people, but I'll show how I figured this one out.
I started with what ethnicelebs.com stated they had found. I didn't take it for fact, so I tried to go to FamilySearch and prove out what they had proposed. I was able to find sources to back up everything they had stated. Depending on who posts things over there, sometimes they're spot on - other times, I've found errors in their assumptions. So far with her ethnicity, they're on the money as far as I can tell.