Where can I see how many messages frequency capping blocked?

Frequency capping statistics are shown in several places:

Project dashboard: the Project overview has a Frequency capping block on the Push and Email tabs for the selected period (30 days by default). On the Push tab, the block follows the All platforms dropdown, so you can check one push platform at a time.
Message statistics: the Overview tab of push and email message statistics lists frequency capping among the Audience stage's exclusion reasons.
Aggregated messages: the Campaigns distribution funnel shows frequency-capped recipients as an Audience-stage exclusion reason, counted once per unique recipient skipped.
Customer Journey: the Communications statistics window reports frequency capping on every channel tab.