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.