Apparently, these headings were not in heading styles but rather in other styles that had been assigned outline levels in the original document but don't have them in the new document.

I'm not sure what you mean. "Apparently, these headings were not in heading styles but rather in other styles that had been assigned outline levels in the original document but don't have them in the new document."
I did not say ""Apparently, these headings were not in heading styles but rather in other styles that had been assigned outline levels in the original document."

I set out below what I did to create the Headings but the question I asked is. "Is it possible to somehow or other select all of the headings that still exist in the old document and get them onto the Navigation column?

When I create a new paragraph or chapter heading call it what you will.
I type the heading, hit return so that it stands alone.
Then I open “Change styles.
I then select the heading by stroking my curser across it.
I open Change styles and click onto heading 1 which transfers the heading into the column on the left of the document.

I know you didn't say that. I said that apparently you are not using the built-in heading styles. If you had been using them, when you copied into the new document, they would show up in the navigation pane. That does assume that you did not copy as plain text.

The built-in heading styles (levels 1-3) automatically show up in the Navigation Pane.

If by "stroking my cursor across it" you mean select with the mouse, this only works for heading styles if you include the paragraph mark at the end which you may not even see. Showing non-printing formatting marks in Microsoft Word

I'm not sure what you mean when you say "Open change styles." The Heading styles shown in the Home Tab may be what you are talking about.

Because the Heading Styles are linked styles, if you apply them to less than a full paragraph, they will not change the paragraph outline level and will not show up in the navigation pane. Instead, they will look just like a heading.

To apply a linked style to an entire paragraph, click in the paragraph, not selecting anything, and click on the style. Otherwise, you can select the entire paragraph, including the final paragraph mark and apply the style. I prefer the former method.

I assume that when you say Word 10 you really mean Word 2010 (Word 14) rather than Word 2002 (Word 10).