Go to your garage in the main menu, not from a race or the Start menu. The real garage. Then select the car you want to change the number on. Make sure you see the list of things you can do at the left, and the car and your driver on the right. One of the options is change number, at the bottom I think of the list. If it's not grayed out you can change it.
This is also where you can change your suits/helmets and use Free Run. For free run it's the same thing, you need to select the car you want to drive in Free Run first then select it from the list.
