It isn't completely automatic because the cross-ref field needs to be updated (which can be done by selecting the entire document and pressing F9).

See Complex Documents.

Under the References tab find Cross-Reference and have it refer to a heading Assuming these are headings. You can cross reference to bookmarks or numbered items or other structures.

The only truly automatic updating that I know of is the StyleRef Field but it does not have all the switches (options) of the Cross-Reference field.