Currently, there is no automated feature to identify how a lead is created. However, there's a way to show that a lead has been created using Web-to-Lead.
Note: Alternatively, Add or Edit Picklist Values to update the Lead Source field with multiple values (e.g. the web page names) depending on the page that the Web-to-Lead code will be embedded into; that way if you have multiple Web-to-Lead pages created then it could identify which website it is coming from.
Sample of a code:
<input id="lead_source" name="lead_source" type="hidden" value="Desired Lead Source Value" />
Notes:
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