The first thing to have in mind is that in the case of religious vocation, that the Church has to test and “discern” vocations and ordain or disqualify someone who is interested in the priesthood or religious life. Even marriage, the Church can decide that one isn’t fit to be married and deny them the sacrament.
However, as to the question of how to know when God is calling you to a vocation, it is mainly by having the persistent desire. Such desires need be tested by a trusted spiritual guide, advisably a holy priest who will check and see if you are desiring a real vocation or just a wrong image of a vocation. Also, you can never be certain, as is especially the case with religious life and priesthood, that God is calling you until you are professed or receive ordination.
In short: You will really want to be that which God is calling you to; you will desire it so much so that you will be joyous when you finally receive the gift of that vocation. Be it priesthood, religious life or marriage.