You need to be a EU citizen or live in a EU country. Then it's pretty easy, just write a email stating that you want to have all data they collected about you including what they shared with which company. Alternatively you can claim, that they violate some paragraph from GDPR and they need to check the claim and give you an answer.

In both cases they have a legal requirement to answer in a few weeks (it's regulated in the GDPR itself).

A different option is to complain directly to your countries data protection office, this puts more pressure on the company, but it's mostly slower.

The European Union and the European Commission have a lot of resources about this topic:

https://gdpr.eu/compliance/

https://ec.europa.eu/info/law/law-topic/data-protection/refo...