If you want to display template path hints in Magento Admin, there is no any setting for display template path hints in Magento Admin.
But you can do manually in database.
So, Just run this query in Database:
INSERT INTO core_config_data (scope, scope_id, path, value)
VALUES ('default', 0, 'dev/debug/template_hints', 1),
('default', 0, 'dev/debug/template_hints_blocks', 1);
To disable them again, run this query:
UPDATE core_config_data set value = 0 where scope = 'default' and scope_id = 0 and path ='dev/debug/template_hints';
UPDATE core_config_data set value = 0 where scope = 'default' and scope_id = 0 and path ='dev/debug/template_hints_blocks';
To enable again run this query:
UPDATE core_config_data set value = 1 where scope = 'default' and scope_id = 0 and path ='dev/debug/template_hints';
UPDATE core_config_data set value = 1 where scope = 'default' and scope_id = 0 and path ='dev/debug/template_hints_blocks';
Here is a screenshot of the Cache Management page with hints turned on:
