How can I tell in a DataWindow which rows are the first and last ones displayed?

Create a hidden computed column with the following expression:

IF (GetRow() = First(GetRow() FOR Page), 1, 0) // 1 = first row on page

IF (GetRow() <> 1 AND GetRow() = Last(GetRow() FOR Page), 1, 0) // 1 = last row on page

With this knowledge, you can also display the rows currently displayed:
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‘Rows ‘ + String(First(GetRow() FOR Page)) + ‘ to ‘ + String(Last(GetRow() FOR Page)) + ‘ are displayed’