A family of Microsoft word processing software products for creating web, email, and print documents.
You can either open Normal.dotm directly and create the list style in it, or you can create the list style in a document and use the Organizer to copy the list style to Normal.dotm. Here is Microsoft's page on how to open Normal.dotm to modify it: Change the Normal template (Normal.dotm). And check the first answer on this page to see how to open the Organizer utility: Finding the Organizer
Here is Shauna Kelly's classic article about how to create list styles: How to create numbered headings or outline numbering in Word. In this example, she names the list style Headings. If you use the Organizer to copy the styles to Normal.dotm, you must copy the list style and the paragraph styles that are used in the list style.