Personally, I don't typically buy fish at the grocery store, but when I walk by, my understanding is that you'll see wild Atlantic salmon or wild Pacific salmon. I have not seen it specifically say whether they're farmed or not farmed or how they were caught.
In the Yukon, we have a real benefit of being so close to Alaska. Yukon and Alaska have what's called a reciprocal fishing licence. In Alaska, you can come to the Yukon, and you can purchase a fishing licence for the same price as if you were a Yukon resident. In Alaska, we can do the same and go over and purchase a fishing licence as if we were an Alaskan resident.
From my experience, a lot of people who are looking for salmon in the Yukon will go down to either Haines, Alaska, or Skagway, Alaska, which is between one hour and a half to four hours, depending where you go, and try to harvest fish on their own. As for knowing where it came from and how they caught it, I find that a lot of Yukoners find it important how they got their food and whether it's wild game or fish. The ethics behind it is important, as well as the harvesting of it in the most humane way.