Yes. The data you are after is called EXIF data and its typically attached to all photos that a camera takes by default. You can read it in most photo-editing software (normally under a menu option - refer to your softwares help file for further info on accessing EXIF data).
If you right click on the photo as a file and go to properties and the the details tab in the mini-window you can also see the settings there. Note that for some, like Aperture, watch out as it will often list both the lens maximum aperture and the aperture used for the shot itself (and obviously these two values can be different).