Add glyphs with Glyph → Add Glyphs and enter the following:
zero.sups one.sups two.sups three.sups four.sups five.sups six.sups seven.sups eight.sups nine.sups
This will add the 10 superscript digits. For subscript (below the baseline) change .sups to .subs.
You can also select the existing digits zero–nine, duplicate them with Edit → Duplicate and rename the .001 part of the duplicated glyphs to .sups with Edit → Find → Find and Replace….
You can watch the duplicate and find/replace technique in the following movie: