Yes, really, it depends on the window manager you're using. Most common are GNOME and KDE, but xfwm, NextStep, etc. are other possibilities. So, tell us which display manager you're using and someone will offer more specific help. But both GNOME and KDE will offer to install a "widget" in your panel when you right-click on the panel, so try repo's suggestion first.
IIRC the "widget" you want to install is called something with "workspace" in it's name. (I'm using xfce4 right now where it's called the "Workspace Switcher," but that's not likely to be what you're using.)