Following up on Paul's accurate response...

How to create a table of contents in Microsoft Word by Shauna Kelly
Why use Microsoft Word’s built-in heading styles? by Shauna Kelly
Generating a Table of Contents - Complex Documents

Once you apply the proper styles (modifying the style definitions so that the text looks the way you want it to look) the TOC is a snap.

See also How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly