The Legal Users Guide has a chapter on styles.
You would want a character style.
Look into using the built-in heading styles where you can. They have special properties.
Why use Microsoft Word’s built-in heading styles? by Shauna Kelly

If using automatic numbering, look at the chapter in the Legal Users Guide on numbering and also look at 2003 How to create numbered headings or outline numbering in Word 2003 and earlier versions | ShaunaKelly.com.