This is a holiday in our part of the world so do not expect a bunch of replies.
Here are some references:

• How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly
• Page Numbers in Word 2007-2019 (365)
• Numbering in Microsoft Word
• Importance of Styles in Word

Paragraphs?
How easy it is to combine documents depends on how they are oriiginally set up. Try, with copies:

1. Go to the end of the first document.
2. Add a next-page section break.
3. Paste the contents of the second page.
4. Repeat as needed.