This'll prompt for, and act on, each occurrence. If you actually do want your response to apply to all occurrences in the paragraph (seems unlikely but that's how I read your question), that'll need some more work.
Code:
Sub SubscriptPara()
Selection.HomeKey wdStory
With Selection.Find
.ClearFormatting
.Replacement.ClearFormatting
.Text = "[0-9]{1,} "
.Forward = True
.Wrap = wdFindContinue
.Format = True
.MatchWildcards = True
Do While .Execute
If MsgBox("Subscript here?", vbYesNo) = vbYes Then
With Selection.Range.Font
.Bold = True
.Color = vbBlack
.Superscript = True
.Size = 10
End With
End If
Loop
End With
End Sub