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.

On the "Home" ribbon at the top of screen, in the STYLES section click on the arrow pointing to the lower right-hand positon (the Styles menu will appear). In the Styles menu in the lower right-hand side click on "Options" (the Stles Pane Options menu will appear). On the "Select styles to show:" drop-down menu, select "All Styles". Optionally, you can also select "Alphabetical" from the "Select how list is sorted". Click OK. Scroll down the list to the Heading 1-9 styles and select your desired style.

Wow, who knewÉ Not an easy thing to find. Thanks for the helpful, clear response Jim!

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Forgot to ask, are these Word`s built-in heading styles

Yes, they are. But, you can adjust the styles to fit your desired preferences by simply right-clicking on the select style to get the "Modify" menu...then making your desired modifications.

Great, thanks!