Those numbers are just a quick and easy way to see what weight the yarn is. So if you go into Walmart or wherever and you need worsted weight yarn you look for the #4 on the label. The gauge on the label will just help narrow it down further. Even yarns all labeled with the same number can vary a little in gauge. But this makes it easier than going through every skein in the store.
Ply is not a useful measure of gauge/weight anymore. If you ply together 3 plies of lace weight it's going to be a lot thinner than 3 plies of worsted weight. See what I mean? Go by the gauge.
Here's a link about plys.
And here's some basic, standard yarn weight/gauge info.