Simplest way is to create a custom field with the sprint number.
A bit more convoluted, but you could achieve this by setting up a sprint project template.
You could then add the backlog and the per-sprint projects to a team portfolio, and setup the template so that new projects pulled from this are automatically added.
Benefit is that you are able to add start and end dates to each sprint/project, and complete them upon finishing them.
It does make it a bit more of a hassle multi-homing tasks from the backlog to the right sprint.
More guidance on using project templates here: Leveraging project templates - a deep dive
It might also be worth looking at determining wheter you’d want to use a milestone for a sprint goal or utilising the Goals feature. (Goals being available is tied to your plan tier)
I am curious though what data you’d want to seperate, and hoping you don’t have to calculate velocity… But that’s more about my vision about improvement, not on how to use Asana. But feel free to DM me if you want to dive into that. 