From the CPU's point of view, how does it distinguish an assembly code is an ARM code or a Thumb code?

A little bit terminology first.  Thumb-2 isn't an instruction set, but an extension to Thumb.  So in that sense, it doesn't need to distinguish between Thumb and Thumb-2 instructions.  The processor either support Thumb-2, or it doesn't.

Whether a Thumb instruction is 16-bit or 32-bit is part of the encoding, specifically the upper bits of the first 16-bit chunk.

Take a look at sections A6.2 and A6.3 of the ARMv7-A/R Architecture Reference Manual.

ARM Architecture Reference Manual ARMv7-A and ARMv7-R edition

A little bit terminology first.  Thumb-2 isn't an instruction set, but an extension to Thumb.  So in that sense, it doesn't need to distinguish between Thumb and Thumb-2 instructions.  The processor either support Thumb-2, or it doesn't.

Whether a Thumb instruction is 16-bit or 32-bit is part of the encoding, specifically the upper bits of the first 16-bit chunk.

Take a look at sections A6.2 and A6.3 of the ARMv7-A/R Architecture Reference Manual.

ARM Architecture Reference Manual ARMv7-A and ARMv7-R edition