That is dependent on if you want to use API mode or Transparent mode at your coordinator or what ever node you are outputting the data from.
If you want transparent mode, then you need to add some sort of identifier or poll the data from some address that you choose or create to know who it comes from.
If you use API mode, then the radio will output a known documented Hex frame telling you the type of packet, size, who it came from (64 bit MAC address) and the data.