You have to calculate the band structure (BS) and the projected density of states (PDOS), using the BandStructure and ProjectedDensityOfStates analysis objects available through the GUI in the Scripter. When computed, you should open the BS and PDOS plots using the corresponding visualization plugins as usual.
In the lower right corner of both BS and PDOS plots there is an icon. Drag that icon from one window to the other, and you will be given the option to superimpose them, select BS/PDOS to get the combined plot.