You assign outline levels to the heading styles. If you go into outline view, you can change the levels of individual paragraphs, but assigning through the style is better. You could pick a paragraph in each style you want to assign a level to, assign that level. Then, assign your style to the same paragraph. When the question comes up whether you want to redefine the style to current formatting, say yes.

Understanding Styles in Microsoft Word

How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly

Why use Microsoft Word’s built-in heading styles? by Shauna Kelly