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The province tab has a wonder Icon you can see it there. If it's a historical wonder you can also find it on the wiki: Wonders
I'm not sure there is a list of all modifiers like in EU4 though.
 
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There is a list of wonders you own in the upper right-hand panel. There you can see the effects linked to each wonder. Most of them are nationwide, but there could be also some that are associated exclusively with the provovince in which the wonder is built.
 
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