Version 3.8 or newer:

To show line numbers in the current window, go to Options and click Show Line Numbers.

To show them automatically, go to Options > Configure IDLE > General and check the Show line numbers in new windows box.

Version 3.7 or older:

Unfortunately there is not an option to display line numbers in IDLE although there is an enhancement request open for this.

However, there are a couple of ways to work around this:

1. Under the edit menu there is a go to line option (there is a default shortcut of Alt+G for this).

2. There is a display at the bottom right which tells you your current line number / position on the line:

There's a set of useful extensions to IDLE called IDLEX that works with MacOS and Windows http://idlex.sourceforge.net/

It includes line numbering and I find it quite handy & free.

Otherwise there are a bunch of other IDEs some of which are free: https://wiki.python.org/moin/IntegratedDevelopmentEnvironments

If you are trying to track down which line caused an error, if you right-click in the Python shell where the line error is displayed it will come up with a "Go to file/line" which takes you directly to the line in question.