Page numbering is enabled via Format > Headers & Footers by including a 〈Page〉 tag in the respective header/footer text field.

To include page numbers when printing and exporting your document you need to check Include Header via the Document Information section of the Print Wizard / Export Wizard.

Note: If you select to include Header, Footer and/or Scene Numbering in the wizard options then they will be included, regardless of whether or not they have been enabled via Headers & Footers or the Format Menu.