When you go into checkmytrip, it should have the details at the top, just under where it says "Your Travel Itinerary"
There should be an FF number entry for each carrier on the itinerary. e.g. if the itinerary includes CX,QF and BA sectors, the format should be
Traveler: MR A Passenger
Frequent flyer: British Airways - AAxxxxxx
Frequent flyer: Cathay Pacific - AAxxxxxx
Frequent flyer: Qantas Airways - AAxxxxxx
If the Frequent Flyer lines are missing, then the agent has not added the FF number to the booking correctly
Dave