表題のことは、__cpuid, __cpuidexにあるサンプルコードで実現できます。Visual Studio 2017で確認しました。
自分の初代Core i7では、下記のようにAVXに対応していないことがわかります。
GenuineIntel Intel(R) Core(TM) i7 CPU 870 @ 2.93GHz 3DNOW not supported 3DNOWEXT not supported ABM not supported ADX not supported AES not supported AVX not supported AVX2 not supported AVX512CD not supported AVX512ER not supported AVX512F not supported AVX512PF not supported BMI1 not supported BMI2 not supported CLFSH supported CMPXCHG16B supported CX8 supported ERMS not supported F16C not supported FMA not supported FSGSBASE not supported FXSR supported HLE not supported INVPCID not supported LAHF supported LZCNT not supported MMX supported MMXEXT not supported MONITOR supported MOVBE not supported MSR supported OSXSAVE not supported PCLMULQDQ not supported POPCNT supported PREFETCHWT1 not supported RDRAND not supported RDSEED not supported RDTSCP supported RTM not supported SEP supported SHA not supported SSE supported SSE2 supported SSE3 supported SSE4.1 supported SSE4.2 supported SSE4a not supported SSSE3 supported SYSCALL not supported TBM not supported XOP not supported XSAVE not supported
