A custom multi-level list will create the look, but it won't be collapsible. Or you can go into Outline View of any doc that uses Heading styles and automatically have the basic functionality of a tree view control, but it isn't really a control on a file.

You can add a tree-view control to the toolbox of the VBE (right-click on the Toolbox and choose to add more tools), but I don't know how well it works, and it takes a lot of code. I am not convinced it can be used in the body of a document or to collapse parts of a doc.