How to find/build the evolutionary history of a protein from its sequence?
The general procedure is:


Find the sequence for the same (or as similar as you can find (see mentions of blast in the comments above)) gene in other species. You can use uniprot or any other large sequence database for this.
You now have a large set of sequences related to yours, which you'll need to compare. Search the methods section of your favorite paper to see how they reconstructed likely evolutionary history from this, there are a number of packages out there.