Under Level to Modify, 1 should be automatically selected. Click the More button the lower left corner. In the Paragraph group, above the justified button, click the Multilevel List dropdown and select Define New Multilevel List. Put the cursor on the Heading 1 paragraph. You do NOT want styles intended for numbering to be based on anything but Normal unless you want a document that has a better than average chance of becoming a numbering nightmare. Remember to ignore numbering and base each level from a Normal styled paragraph. Repeat this process for each additional style (Heading 2, etc.) you wish to add. Make sure it is Normal styled (use the Clear All Formatting button on the Home tab in the Font group, above the Font Color dropdown.) Ignoring numbering for the moment, apply whatever direct formatting you want to the paragraph (font size, color, alignment, space before/after, keep with next, etc.) Once the direct formatting is in place, right click Heading 1 in the style launcher, and select Update Heading 1 to Match Selection.

It can be blank or have some placeholder text, whichever you prefer. Scroll through the list of styles until the Heading 1, 2, 3, etc. Uncheck the 5 boxes below it, select only in this document, click OK. Under Select how list is sorted, select Alphabetical. Under Select styles to show, select All Styles. At the bottom of the launcher, click Options. On the Home tab, bring up the Styles launcher.

If the heading styles are already in use, create a set of styles named Level 1, Level 2, etc. I am assuming you are using the built-in heading styles (Heading 1, Heading 2, etc.) for numbering, so these instructions operate under that assumption.

How to apply style set in word 2016