Windows and Linux have an entry in the menu under
Help > About Sublime Text that gives this information. On MacOS, it's under
Sublime Text > About Sublime Text instead of in the help menu, presumably due to Apple user Interface guidelines.
Sublime Text 2 mentions that it is Sublime Text 2 in the menu item, along with mentioning the specific version (2.0.2) and build number (2221).
Sublime Text 3 only says "Sublime Text" and does not specify a version number (probably because it's still technically in Beta), but it does mention the build number (3126).
Based on historical evidence from the blog, any build in the 3000's is a Sublime Text 3 build. The Download page mentions what build is current, so you can track where you are in relation to the current build if you're not using it.