The question "Which cub is a lion?" is used to ask which young animal, or cub, belongs to the lion species. To check the grammar of your question, it is mostly correct but could be slightly improved for clarity. A better way to ask it might be: "Which cub is a lion cub?" or "Which of these cubs is a lion?"
To explain, a "cub" is a young animal, especially for larger mammals like lions, tigers, bears, etc. A "lion cub" is the baby of a lion. You can identify a lion cub by its sandy or golden fur and by observing if it has features similar to adult lions (like starting to develop a mane in males after some months).
So, if you are shown a group of cubs from different animals, the one with the light brown, golden fur, and possibly starting to grow a mane (if a male cub) would be the lion cub.