Once you have set up numbering linked to paragraph styles (one style per numbering level), you can format the level 1 style as bold, if that is what you wish to do.

Note that although the article by Shauna Kelly uses the built-in heading styles as examples, you can use any set of nine paragraph styles with your list. In fact, if you don't want to create heading numbering, you should make use of other paragraph styles.

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional