Yes, if you look inside your glove box you should have a sticker with all the RPO codes for your AV. Then you can check out the codes in a thread on this site that decodes all of the codes for you.
If I remember correctly in 2004 the Z71 package was only available on an LT model not LS or LTZ. If you are not the original owner then a previous owner may have stuck Z71 decals or emblems on the AV to dress it up but your RPO sheet will show if it came as a Z71 or not.
The trim codes varied somewhat between first gen AVs (2002-2006) and second gen AVs (2007-2013).
Back when I got my 2004 Z71 AV there was the stock LS base model with cloth seats, even offered a bench type front seat so it could be a six person AV and was limited in options somewhat. To get a Z71 you had to buy the LT model and many of them came with a package called the "The sun and sound" package which included sunroof and leather bucket seats as well as Bose sound system.
BainMan is correct in that the LT could have enough options to bring it to LTZ luxury except for the air ride suspension. All that depended on the dealer or customer ordering . Also Z71 was 4X4 always in first gen but by second gen AVs you could order the Z71 in 2WD as well as 4X4.
To further confuse things in second gen AVs by 2008 there was the base LS then 3 levels of LT trim and the Z71 was only available in the LT3 (highest LT trim level) as well as still an LTZ level trim too.