Not all scholarly sources are peer-reviewed. For example, dissertations are scholarly, well-researched, reviewed and edited publications. However, they do not go through the peer-review process, so they are not considered scholarly peer-reviewed sources.
When you use most databases, there are often filters or limiters where you can choose to only view articles that are scholarly/peer-reviewed. However, not every database has such a filter and sometimes you have to go the extra mile to check! There are a few ways to do so. You can use the UlrichsWeb Global Serials Directory (see more information below). There's also a resource called Cabell's Directory which also provides information on if a journal is peer-reviewed or not. Cabell's also provides other great information, specifically if you're looking for a journal to publish your work in.
Another slightly more difficult way is to locate the journal's website. Oftentimes, they'll share in the "About this Journal" or "Scope" section of the website if it is peer-reviewed or not. Sometimes it takes a bit of searching to locate this information. In UlrichsWeb Global Serials Directory and Cabell's Directory, the journal's website is provided for you.