Like BBPeik said, the gear indicator won't turn on until your foot is off the clutch. But you can pop the gear lever into neutral (in the middle, not in any gear, foot off the clutch) and coasting will display a gear number if the RPMs are appropriate for a given gear.
It's been a while, so I can't remember all the gear ratios and whatnot. But say at 65mph in 6th gear you're at 2500rpm and in 5th gear at 65mph you're at 3500rpm. So you're coasting along at 65mph in 6th gear, pop the gear lever into neutral, rev the engine to 3500rpm (hold it there) and the gear indicator will display 5.
This is exactly what my GT did when the OEM clutch was on its way out.