If you assign "Outline levels" to your custom headings, they will show up in the Navigation pane. For each style, in the Modify Style dialog box, click Format and then click Paragraph. You'll find the "Outline level" setting on the Indents and Spacing tab of the dialog.

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional

Thank you.
I assigned outline levels to HD1 - HD3 (my costume headings) and now they show up in the navigation pane.
However, I can not remove the outline level for Headings 1 to Headings 3, and they still show up in the navigation pane. Any idea how to remove outline levels from the default Headings 1 to Headings 3?
I modify the headings and set the outline level as "Body Text", however it automatically returns to "Level 1", and "Level 2", and etc.
Thanks again.