Not all TCGA samples were sequenced in the same place, so it may vary depending on what type of tumor you're looking at. Check the papers that have been published from the TCGA.
For example for Glioblastoma, "Nonstrand specific RNA sequencing performed at the Broad Institute uses a large-scale, automated variant of the Illumina Tru Seq™ RNA Sample Preparation protocol. This method uses oligo dT beads to select mRNA from total RNA." from "The Somatic Genomic Landscape of Glioblastoma" Cell, 2013
You may also be able to get protocol information from the Data Portal (https://gdc-portal.nci.nih.gov/) but I'm not so familiar with this new portal (they migrated everything to there from the old one last year) and haven't had time to poke around it, so I'm not sure how hard it is to find. If there hasn't been an "official" TCGA paper published on the cancer type you're interested in, you should be able to find out which center did the sequencing, and send them an email. For simple questions like "what was the mRNA enrichment method for your TCGA RNA-Seq?" they should respond pretty quickly.