Index -> Interface -> Magnify Window -> Collector Information
In the lower right corner of every Pirates card, you'll find information to help you identify its rarity and the set it comes from. A colored triangle tells you the rarity of the card. White is Treasure/Generic. Red is Common (C). Grey is Uncommon (U). Yellow is Rare (R). Black is Super Rare (SR). Green is Special/Promo (P).
The black icon on this triangle tells you what set the card is from (all cards currently available are from Davy Jones' Curse). Below this is the card's number in that set.
When you mouse over a card, its tool tip is shown. In the lower right corner of that tip you can find this collector information in a text format, such as "6-SR-136." The first number tells you which set the card comes from (6 is Davy Jones' Curse.). The letter tells you the rarity of the card (see above). Last is the number for that card in the set.
Some cards have P for their rarity, marking a special Promotional card separate from (but related to) a normal expansion set. These cards are made available in a variety of ways, including gifts to subscribers and rewards for high-level tournaments. These cards go "out-of-print" when a new expansion is released.