See
How to number headings and figures in Appendixes in Microsoft Word by Shauna Kelly
This is not really a Word question, as far as I can tell, but one of local court practice. Personally I would have the word "Attachment" or "Exhibit" as part of the footer on all pages for such parts. The more you can help the judge/fact finder understand what they see, the better.
Keep in mind the usefulness of the
StyleRef Field.
For compiling multiple documents, look at Graham Mayor's
Boiler Add-In.