It's also possible to consecutively number list items in InDesign. Create a text frame for your list and click the numbered list button to insert a list. Type your list items, pressing your "Enter" key between items. InDesign consecutively numbers the list automatically; you can change the number it begins with and the style of the numerals. Press your "Alt" key (Windows) or "Option" key (Mac OS) while clicking on the numbered list button to open a dialog where you can modify those options.
Numbering in Word is a bit of a nightmare at times and if you need multi-level numbering this could cause you much stress if you rely on the mouse alone. Using the keyboard to some degree makes this task very simple. I will explain how to create a multi-levelled numbered list and ask you to keep all the default formatting that Word gives you. This can be changed and modified but sometimes it messes up your layout. I advise to use what is there until you have the times and patience to master its intricacies.

If you’re producing any kind of numbered items in-house that are multiple-up on a sheet where you need to control all the variables to meet your production needs, the autonumbering feature through numbered lists is the way to go! Just step and repeat away & InDesign will do all the work. No need to fool with a seperate “numbers” file or deal with a data merged document. I think it’s by far the best option for basic numbering.

See Word's Numbering Explained by John McGhie, MVP - comprehensive and not pretty (Downloadable pdf file in letter size) - Reading this is vital to anyone attempting to use automatic numbering or bullets in a law office setting or other places where the documents are likely to be reused or heavily edited. See also How to Create a Template with a downloadable template with style-based numbering.

This is ideal if use certain tools with the same settings every time. SignTools Quick Palette Complete list of tools Shades & Decorations - SignTools 4 contains 13 quick and easy to use shades and decorations. Included are Outline, Relief Outline, Outline & Shade, Relief Outline & Shade, Drop Shade, Relief Drop Shade, Relief Effect, Inline, Cast Shade, Relief Cast Shade, Highlight, Emboss and Highlight & Sink.

Thank you for your reply.  It reassured me that I was on the right path. From having read other Help texts, I guessed that I would have to use good ole mail-merge and set up a numbers list in Excel. Luckily my knowledge of Excel was good enough to know about the drag&drop for sequential immediate numbering. When it came to the crunch, it was this particular type of mail merge which gave me a bit of initial difficulty. Despite my having used it happily and often in Word, for labels in Publisher, it was - not surprisingly - different in certain respects; principally the crucial point of the Print stage, which necessitated finding the option Publications & Paper Settings, and selecting 2 specific parameters, namely (1) Multiple pages per sheet,  (2) Single-sided printing (my default double printing had appeared). Once I'd sussed this, it was plain sailing.  Thanks again.
The above steps are the most basic way to add a very basic page number, but if you follow a few tricks then you could save yourself even more time and get the job done even faster. For one thing, the page number you’ve added is only for one page, and if you used that method you’d spend ages adding page numbers to the whole document. To add page numbers to all pages quickly and format them all equally, follow these steps:
Warning  Making even minor changes to an outline numbering scheme won't necessarily change the initial position you've selected in the gallery, but rather may create a new gallery position, overwriting an existing one. Because of this problem, attaching numbering to styles is strongly recommended. This is covered in greater detail later in this chapter and in the chapter on Styles.
So I spent some time trying to figure it out, playing with Normal.dotm and the various styles (List paragraph, List Number, List Bullet etc etc). And finally, when I've got Normal.dotm open (i.e. I'm editing that template file), I get my result: I apply a standard numbered list, and it comes up flush left (i.e. not indented) and hanging at 1.0cm (cos I don't use inches...) and with a tab stop applied at 1.0cm as well - funky stuff!
I’m not sure which version of InDesign first introduced printing Thumbnails like this, but even if yours doesn’t support that, your printer driver may have a similar feature of its own. Check the printer’s own dialog box by clicking “Setup…” near the bottom left corner of the Print dialog and dismissing the warning, then clicking “Preferences…” in Windows’s Print dialog that comes up (I’m not sure how to access this on Mac OS X, but I’m pretty sure there’s an easy way). For instance, on many HP printers, the feature you want is called “Pages per sheet” and has a drop-down offering 1, 2, 4, 9, or 16 pages per sheet.

A multi-level list is a list that describes hierarchical relationships between the list paragraphs. These lists are also called outline lists because they resemble outlines. The list’s numbering scheme (as well as indentations) show rank as well as how items are subordinate to one another. You can tell where each paragraph fits in the list with respect to the paragraphs before and after it. You can include up to nine levels in a multi-level list.
In Japanese, Chinese, or Korean versions, by default, Arabic numerals are used for page numbers. However, if you use the Numbering & Section Options command, you can specify the style of numbering, such as Roman numerals, Arabic numerals, Kanji, and so on. The Style option allows you to select the number of digits in the page number, for example, 001 or 0001. Each part of the document that uses a different numbering style is called a section. For more information on sections, see Define section numbering.
A defined list can be interrupted by other paragraphs and lists, and can span different stories and different documents in a book. For example, use defined lists to create a multi-level outline, or to create a running list of numbered table names throughout your document. You can also define lists for separately numbered or bulleted items that are mixed together. For example, in a list of questions and answers, define one list for numbering the questions and another for numbering the answers.
Hopefully what this InDesign tutorial will show you is that page numbering in InDesign is just as easy to do as it is any other program, and much easier than in most. InDesign allows for quick, easy, and automatic page numbering, and I’ll be showing you how to do that today. It’s a simple trick to learn, takes only a few short seconds, and will be a skill that you will be thankful for every time you need to use it. You can always refer back to this InDesign tutorial should you forget any of the steps.
To create a running list—a list that is interrupted by other paragraphs or that spans multiple stories or documents—create a paragraph style and apply the style to paragraphs that you want to be part of the list. For example, to create a running list of the tables in your document, create a paragraph style called Tables, make a defined list part of the style, and then apply the Tables paragraph style to all paragraphs you want in your Table list.

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