Version 2.6 and above:
PyCharm (far left menu) -> Preferences… -> Editor (bottom left section) -> General -> Appearance -> Show line numbers checkbox

Version 2.5 and below:
Settings -> Editor -> General -> Appearance -> Show line numbers checkbox
Version 2.6 and above:
PyCharm (far left menu) -> Preferences… -> Editor (bottom left section) -> General -> Appearance -> Show line numbers checkbox

Version 2.5 and below:
Settings -> Editor -> General -> Appearance -> Show line numbers checkbox