Let's start with a minor correction - all trunking happens at the site level on XT scanners, not 'frequencies'. In this case, you would be assigning a SITE quick key. In a trunking environment, the system is simply a collection of sites that you will be using. System Quick Keys only apply to conventional (non trunked) systems.
As for number tags - for a change, the Uniden TWiki has a decent explanation here...
NumberTags < UnidenMan4 < TWiki
I don't have ProScan, but I do have FreeScan. System number tags are found in the trunked setup form. Look almost center straight down under the 'Emerg Alert Light Colour' box. In the conventional form, look under 'Enable Digital AGC' in the XT options area.
Also note that in the FreeScan user guide (which you can get to via HELP / ONLINE HELP from the FreeScan Toolbar), we have several links to the Uniden TWiki (and our own) for several items in the edit system, site and group topics. Number tags are just one of them