How do you go about finding out what parts are missing in your Winchester model 425 pellet gun?

Currently the Winchester line of air rifles is sold through Daisy air gun company. I suggest you start with them. See if they have a schematic that you can download. Or another idea is to contact an airgun repair shop (There are several independent repair shops that make a living repairing older air guns.) You can search the web for "airgun repair" or see the links below.