Open the script you have written in Final Draft. Make sure you are beginning on the first page of the script and not the title page.
Highlight the entire script. Go up to the Production tab and open it. Scene numbers will be the first selection under that tab. Select that and a window will pop up. Select the Number / Renumber option and make sure it is from page 1. Click OK. Numbers will now appear beside all of your scene headings, going up from number one to however many scenes you have total.
Go back into the Production tab and lock all of the pages of the script. This will keep scene numbers from changing if new scenes need to be added to the script. These new scenes will be numbered with the original number of the scene before it, and an "A" after the number (or B and so on for other new scenes). If you add a few scenes after numbered scene 21, for instance, then those new scenes will be numbered 21A, 21B and so on. This is done so it is easier for the director, actors, producer and the entire crew to know exactly what is being shot and how to schedule these scenes.