Where do I find Heading styles 2,3,4, etc.

[Dr Wu]

I can't find the any of the heading styles beyond Heading 1 in the Apply Styles dialog box. i.e. I can't find Heading 2, Heading 3, etc. I`m reading a guidance document from Shauna Kelly that says to set up my Heading paragraph styles before doing my list style numbering, but can only find Heading 1.