How to add custom styles to navigation pane or change them with VBA

VBA isn't required.

In the modify style dialog select FORMAT - PARAGRAPH and change the OUTLINE LEVEL from Body Text to the Outline Level you want.

This will add all the headings with that style to the document document outline shown in the Navigation Pane.

Option 1 to replace formating

Using a macro

The following macro changes the heading from one style to another

Sub FindAndReplaceStyle()

Dim intI As Integer
Dim newStyle As String


For intI = 1 To ActiveDocument.Paragraphs.Count

    curStyle = ActiveDocument.Paragraphs(intI).Style

    If curStyle = "AxureHeading1" Then
       Call SetStyle(intI, wdStyleHeading1)

    ElseIf curStyle = "AxureHeading2" Then            
        Call SetStyle(intI, wdStyleHeading2)

    ElseIf curStyle = "AxureHeading3" Then
        Call SetStyle(intI, wdStyleHeading3)

    End If       

Next intI

and to reduce code duplication and increase readability a small helper function

Sub SetStyle(intI, newStyle)

    Dim ranActRange As Range
    Set ranActRange = ActiveDocument.Paragraphs(intI).Range

        With ranActRange               
            ranActRange.Style = newStyle
        End With

End Sub

Using the search replace dialogue

In this article i found that using the inbuild search replace function (CTRL +H) you can pick to search for formatting. I have not tested it yet on my document but i looks promising.

Option 2 Changing the outline level

As Patrick suggested you can change the OUTLINE LEVEL from Body Text to another one. Since my edit on Patricks answer was rejected i included the screenshot in this answer.

Open modify style dialogue

Select paragraph as the format-object you would like to change

Select the outline-level