The only way to know for sure is to read the ingredients list. Caffeine isn't commonly included in protein powders but a lot of supplement companies will cut their protein powders with cheap carbohydrate fillers.
When buying supplements, the brand isn't particularly important. What matters is the ingredient list and supplement facts panel.
All protein powders are not created equal. You really need to be a smart consumer in today's market and do your research. Look at the ingredient list and supplements fact panel on every supplement before buying it.
For a whey protein - you want to see nothing but that in the ingredients list. Whey protein, natural flavours, a natural calorie free sweetener like stevia and then maybe some salt, soy lechitin and cocoa powder. There are a lot of good products on the market. I personally use isolation from n2bm.com. A good whey isolate should be pretty much fat and carb free. Isolation has 26g protein, 1g carb, 0g fat per 30g scoop.