You have to compute the band structure, and then select the band of interest in the Band Structure Analyzer to see the number of the selected band. It appears in a little window that pops up near the mouse pointer pointed at that particular, selected band at some k-point in the band structure plot.
Another option is to click on 'Effective Mass' in the Band Structure Analyzer, and click on the band of interest at the k-point of interest. The band index then appears in the Effective Mass widget.