There is no comprehensive and easy place to check. Whatever pci card you place in will get power and send data to the rest of the system, but each OS has different drivers included.
The safest bet is for the card vendor to list or provide drivers or compatibility notices for you to know if it works natively without adding a driver on some or all versions of macOS / OS X.
That being said, storage is one of the safer bets since the API/interfaces there are stable for quite some time and PCI is not bleeding edge or likely to be something the vendor didn’t anticipate.
The next safe bet is to buy from a vendor that has clear sales and return policies or can support you before you buy. This usually means paying for that service (or them charging a slightly higher price across the board) since the vendors with the lowest price can just list things and not care if you get what you need since they have to pay someone to know and test things or at least follow up on returns and learn by trial and error what works and what gets returned.