It's in the AST. 

>>> tree.body[0].orelse[0].orelse[0].lineno
7

To see it with dump, use: ast.dump(tree, include_attributes=True)

Which, after some reformatting, gives:

Module(body=[If(test=Compare(left=Name(id='num', ctx=Load(), lineno=2, col_offset=3, end_lineno=2, end_col_offset=6),
                             ops=[Gt()], comparators=[Constant(value=0, kind=None, lineno=2, col_offset=9, end_lineno=2, end_col_offset=10)],
                             lineno=2, col_offset=3, end_lineno=2, end_col_offset=10),
                body=[Expr(value=Call(func=Name(id='print', ctx=Load(), lineno=3, col_offset=4, end_lineno=3, end_col_offset=9),
                                      args=[Constant(value='Positive number', kind=None, lineno=3, col_offset=10, end_lineno=3, end_col_offset=27)],
                                      keywords=[], lineno=3, col_offset=4, end_lineno=3, end_col_offset=28),
                           lineno=3, col_offset=4, end_lineno=3, end_col_offset=28)],
                orelse=[If(test=Compare(left=Name(id='num', ctx=Load(), lineno=4, col_offset=5, end_lineno=4, end_col_offset=8),
                                        ops=[Eq()],
                                        comparators=[Constant(value=0, kind=None, lineno=4, col_offset=12, end_lineno=4, end_col_offset=13)], lineno=4, col_offset=5, end_lineno=4, end_col_offset=13),
                           body=[Expr(value=Call(func=Name(id='print', ctx=Load(), lineno=5, col_offset=4, end_lineno=5, end_col_offset=9),
                                                 args=[Constant(value='Zero', kind=None, lineno=5, col_offset=10, end_lineno=5, end_col_offset=16)],
                                                 keywords=[], lineno=5, col_offset=4, end_lineno=5, end_col_offset=17),
                                      lineno=5, col_offset=4, end_lineno=5, end_col_offset=17)],
                           orelse=[Expr(value=Call(func=Name(id='print', ctx=Load(), lineno=7, col_offset=4, end_lineno=7, end_col_offset=9),
                                                   args=[Constant(value='Negative number', kind=None, lineno=7, col_offset=10, end_lineno=7, end_col_offset=27)],
                                                   keywords=[], lineno=7, col_offset=4, end_lineno=7, end_col_offset=28),
                                        lineno=7, col_offset=4, end_lineno=7, end_col_offset=28)], lineno=4, col_offset=0, end_lineno=7, end_col_offset=28)],
                lineno=2, col_offset=0, end_lineno=7, end_col_offset=28)], type_ignores=[])"

I don't think there's any enhancement to be made here, so I'm going to close this issue.