How to see the Steps number in an algorithm

Some changes and the numbers appear:

\documentclass{article}
\usepackage[linesnumbered,ruled,vlined]{algorithm2e}

\begin{document}

\begin{algorithm}
%\DontPrintSemicolon % Some LaTeX compilers require you to use \dontprintsemicolon    instead
\KwIn{a,b,c,d}
\KwOut{e,r}
Calculate $x$, and $y$\\
Check, \linebreak
%\renewcommand{\labelenumi}{(\Roman{enumi})}
%\begin{enumerate}[noitemsep,nolistsep]
%\item
 (I) If  $k \geq n$, then the  $m_{2}$. 
\linebreak
%\item 
(II) If  $h \geq j$, then  $m_{1}$.\\
%\end{enumerate}
Otherwise,\\
Initialisation: \textit{$g(0)=nj$}\\
$i=0$\\
Compute $n_{2}$,
\[
n(i)=\frac {a}{b(i)\sqrt{3v}}
\]\\
Update $b$,
\[
b(i+1)=( -\frac{1}{2(g(i)/D}+1)
\]\\
$i=i+1$,\\
Repeat \textit{Steps 3 to 6}, till $|a(i+1)-a(i) |<\epsilon$
\caption{algo of g}
\label{algo:b}
\end{algorithm}

\end{document}   

I am not sure, which lines should be numbered, but the general idea is clear now, I hope.

Here's an approach that uses the functionality provided by algorithm2e to form conditional and repetition structures. Of course, since you're calling the package with vlined, the output also includes this.

\documentclass{article}
\usepackage[linesnumbered,ruled,vlined]{algorithm2e}% http://ctan.org/pkg/algorithm2e
\DontPrintSemicolon
\begin{document}

\begin{algorithm}
  \KwIn{$a$, $b$, $c$, $d$}
  \KwOut{$e$, $r$}
  Calculate~$x$ and~$y$\;
  \lIf{$k \geq n$}{$m_2$}\;
  \lIf{$h \geq j$}{$m_1$}\;
  \Else{%
    \Repeat{$|a(i+1)-a(i)| < \epsilon$}{%
      Initialisation: $g(0) = nj$\;\label{stepA}
      $i=0$\;
      Compute~$n_2$
      \[
        n(i) = \frac{a}{b(i)\sqrt{3v}}
      \]
      \nl Update~$b$
      \[
        b(i+1) = (-\frac{1}{2(g(i)/D} + 1)
      \]
      \nl $i = i + 1$\;
    }
  }
  \caption{My algorithm}
  \label{algo:b}
\end{algorithm}

\end{document}

Note that, instead of manually referencing steps, you can use a regular \label and \ref it later.