Type a Heading and use the Multilevel List button to apply the style that looks like
1 Heading 1--
1.1 Heading 2-
1.1.1 Heading 3

Type a paragraph of text and indent it the way you want. Select this paragraph and, in the Styles group, near the bottom of the Styles gallery, choose Save Selection as Quick Style and give it a name.

You can right-click on Heading 1 in the Styles Gallery and choose Modify. Look for the Style for Following Paragraph drop-down and choose your indented style.

Now as you type, apply Heading 1, 2, and 3 as needed. When you press Enter you will automatically get your indented style for following paragaphs.