You could just mark them on the side with pencil or marker, though in my experience those marks fade and get to be hard to find over time. Or you could find some other way of marking them. I was very happy to find that the House of Antique Hardware and SmithRestorationSash.com have teamed up here to sell numbered tacks that can be tacked onto each sill, storm and screen, making the seasonal rotation of storms and screens easier. The other nice thing about these is that they can be painted over and the number will still be visible--at least for a few coats anyway.
(One minor word of warning, these are made with barbs to keep the tack in. Once in place, they can't be removed without the head detaching from the tack, so double-check you've got the right numbered tack before you hammer in each one. I've made a few mistakes and then had to glue the head onto the window, which is not totally ideal.)
In any case, the basic idea is pretty obvious, but I'll show it to you in action:
Here are the numbered tacks in their box. You can see that the #6 here has not been used, because the #6 screen has not been made yet: