Okay, I must admit, and what most people will have to admit, the numbering system in Word is far from intuitive.
But it works if you study it long enough…
… or read a good article about it.
So I did. I found this very great article:
How to create numbered headings or outline numbering in your Microsoft Word document
Make sure you follow all the steps in the right order, and very strictly, and you will succeed!