Solution 1:

Have a look at How to create numbered headings or outline numbering.

Use Word's built in HEADINGS, not bullets...

Solution 2:

MS Word has some default "Heading" styles. You can change the format of these styles.

Goto MS Word Menu -> Format -> Style And Formatting. Pick the Heading formatting to be edited. Right click and select modify. Select format -> Numbering -> tab "Outline Numbered". Select the desired outline numbering.

Do this for all the heading styles that you plan to use.

All these headings are automatically picked up by MS Word to prepare the Table of Contents (Menu -> Insert -> Reference -> Index And Tables -> Tab Table Of Contents).