Add the import to your ~/.xmonad/xmonad.hs:

 import XMonad.Actions.FocusNth

Then add appropriate keybindings, for example:

 -- mod4-[1..9] @@ Switch to window N
 ++ [((modMask x, k), focusNth i)
     | (i, k) <- zip [0 .. 8] [xK_1 ..]]

For detailed instructions on editing your key bindings, see XMonad.Doc.Extending#Editing_key_bindings.