See
Why use Microsoft Word’s built-in heading styles? and
How to create a table of contents in Microsoft Word.
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If I re-create the TOC anyway, I get a mess of text on the page.The first level headings become centered in the page, and the other three headings appear on the right-hand side. They all have page numbers, but although the option is selected, the dotted lines connecting the text to the page number's doesn't appear, and the page numbers aren't right-aligned.
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This has to do with the TOC layout you selected or dictated through codes if you did it manually. Each level of the TOC has its own style.
You may also want to look at
Templates in Microsoft Word.