You can determine the overall version of the SP software you have installed by running shibd from the command line with the -v option (Linux/Unix only). There is no comparable option yet for the Windows version (small oversight).
On Windows, use shibd -version at the command prompt (you might have to browse to the folder, usually c:\opt\shibboleth-sp\sbin, if the shibboleth SP isn't in your path and you get the 'unrecognised command' error)
For any platform, you can determine the version of the SP and various libraries by examining log files during the startup sequence or, if you have sufficient access, by using the status handler.