Unfortunately, the GUI does not show the wireless band or channel, but the NETSH command will, as was mentioned above.
But it can be trimmed to just what is necessary:
netsh wlan show interfaces
Microsoft Windows [Version 6.1.7601]
Copyright (c) 2009 Microsoft Corporation. All rights reserved.
C:\Users\>netsh wlan show interfaces
There is 1 interface on the system:
Name : Wireless Network Connection
Description : Intel(R) Centrino(R) Advanced-N 6200 AGN
Physical address :
State : connected
Network type : Infrastructure
Radio type : 802.11g
Connection mode :
Channel : 11
Receive rate (Mbps) : 54
Transmit rate (Mbps) : 54
Signal : 99%
Hosted network status : Not started
As can be seen here or here, 802.11n uses the 2.4GHz and 5GHz bands. In the U.S., the 2.4GHz frequency band has 3 non-overlapping 20MHz channels (1,6,11) out of 11 legal channels (1-11). In other world regions, legal channels run up to 13 or 14.
The 5GHz frequency band in the U.S. has 23 non-overlapping 20MHz channels numbered from 36 upward. Regulations in other world regions differ wildly, but channel numbers below 34 aren't legal anywhere.
Referring to the command example above, using the NETSH command above, if the channel is 1-14 then the wireless frequency being used is the 2.4GHz band. If the channel is 34 or higher then the wireless frequency being used is the 5GHz band.