Just go into Checking Register. If you use the Home Screen it should be on the right or open the Chart of Accounts (Ctrl/A) and go into Checking from there.
Find the transaction and double click on the Payee Name. That will open a window with the actual check. Add the check number at the top and click on Save at the bottom. You'll get a warning, but since you're not actually changing anything to do with the bill or payment, just say Yes/Okay.
