There is a Callouts submenu of the AutoShapes menu, but if you really want
numbers in circles, then the Callouts are not what you want. Instead, insert
small circular AutoShapes, right-click and choose Add Text, and type your
numbers in the shapes. You'll probably need to reduce the internal text box
margin to 0". If you don't have more than 9 of these labels, you can use
small text boxes (No Line, No Fill) and insert the circled numbers that are
available in various fonts.
Note that in all cases, if your graphic is In Line With Text, the AutoShapes
(including text boxes) will have to have In Front of Text wrapping.