You can include an Invoice number on the Order Report/Invoice by adding it to one of the notes fields.

Simply add the text "INVOICE NUMBER: XXX" for example as an Order Group Note, then select to Print Group Notes in the Order Report Setup (which displays when you choose the Print Order Report button) .

For more on adding notes to the Report/Invoice, please see the sections on  "Order Groups" and "Order Report Options" in the ProSelect Reference Manual (quick access under the Help menu in ProSelect).