Ahh, a half solution below:

Click on 'Replace' button. On the 'Find and Replace' pane on 'Replace' tab, write * to 'Find what' and write nothing to 'Replace what' and click on 'More' button then 'Format' and select 'Style' and select the 'Heading 1' style.

I have only one problem with this: the source string is Normal style with Courier font. My Heading 1 style has Cambria font. But when replacing the style, everything works well except the font. So the string's font does not change, it has still Courier font. The font size, the color and everything changes to Heading 1, except the font. If I click manually on the style Heading 1, then the font is changing right to Cambria. But with 'Replace', it does not change

Does anybody know why?
Thank you!