I am sorry. I misunderstood. I do not know how to do this with regular or multilevel lists.
I apologize. Text and a (picture) bullet do not work in Word in such lists.
Shauna's page is worthwhile, but it will not tell you how to do it.

You could use a SEQ field stored as AutoText. Not as straightforward, but it would get you the text you want.



Here is a link to a template with this. (You need a template for the AutoText.)
Template
Zip File with Template