See:
How to create a table of contents in Microsoft Word
How to create numbered headings or outline numbering in Word 2007 and Word 2010
How to number headings and figures in Appendixes in Microsoft Word

As you can see, these are all depending on using Styles for different elements in a document. If your elements are set for given styles, you can number them sequentially - either single or multi-level.

Otherwise, you could insert SEQ fields to number them. That is older technology and might fit your needs better. To do this, in your source document you would put some unique character combination (i.e. xxyxxyxx) every place you want a sequential number. Then replace that unique combination with a SEQ field throughout your document and you will have sequential numbers.