In the main menu, right when you open the game (where you can choose chapter and levels) there is a button in the top left of the screen with 3 stones depicted, inside there is the list of which relics you've already got. Unfortunately levels where they come from, are not mentioned, you can use a guide for this.

However, when you get a relic, if you enter again in the same level, the relic box next to the exit door is turned off and grey, I've just checked