There is currently no direct way of including Amazon's "page numbers" feature in MOBI/Kindle ebooks. See
this thread in the Calibre forum for details of the file structure used to provide page number info.
For those using Calibre to convert ebooks to MOBI format for their own use, who would like to have page numbers but don't need them to be actual page numbers from a printed version of the book, it looks like (from that thread) the next Calibre update will include a feature for adding "pseudo" page numbers (based on blocks on 1024 bytes).