Depending on your Visual Studio version, try something like menu path Tools > Options, then in the left hand pane of the resulting dialog expand and select Text editor > Fortran* > General, then on the right hand side under Display select Line numbers.
* If you want line numbers for all types of source file, then select All Languages instead of Fortran.
Note that if you double click on an error message in the output window or the error list window then the cursor (usually) gets positioned on the location of the error.
