A family of Microsoft word processing software products for creating web, email, and print documents.
The example document you linked to, in your very first message in this thread, does make use of the built-in headings. In my previous reply, I was referring to the setup in that example, where Heading 1 is not part of the multilevel list, while Heading 2 and Heading 3 are.
But it doesn't matter which styles you use (built-in or custom ones), as long as you set them up properly so that they are associated with levels in a multilevel list. The rule is that one numbering level must correspond to one paragraph style (and levels can be left un-numbered whenever appropriate).