Which tree? Here is my process for finding it out. Go to a German to English dictionary (or website). Here is the one I use, feel free to bookmark it: http://dict.tu-chemnitz.de/
Type in Bäume and it shows the singular is Baum. Baum is masculine, so der Baum or ein Baum. Step 1 complete.
How do I use welche? Go to this website (feel free to bookmark it too): http://www.canoo.net/ Type in welche, find the appropriate entry (in this case "welcher: Pronoun, Type Interrogative"), and click on "word forms". The result shows (seen here: http://goo.gl/8yLMh ) that in the nominative case, with a masculine noun (which Baum is), it should be welcher. So the answer is "Welcher Baum"?

Another suggested bookmark for you is this one: http://en.wikipedia.org/wiki/German_declension

I hope that helps!