You can't use Word's Numbering feature to generate a multilevel numbering system, even if you use built-in heading styles. Figure A shows a document with two styled heading levels: Heading 1 and Heading 2. You can apply the Numbering option (in the Paragraph group) and Word will number the headings consequently, but the feature ignores different levels; if you expected 1, 1.1, 2, 2.1, and 2.2, you might be surprised. If you select the entire document first, Numbering not only ignores the different levels, but it also numbers the paragraphs!
Running captions number figures, tables, and other items consecutively in a document. For example, the first figure caption starts with the words “Figure 1,” the second with “Figure 2,” and so on. To make sure that figures, tables, or similar items are numbered consecutively, define a list for the item, and then create a paragraph style that includes the list definition. You can also add descriptive words such as “Figure” or “Table” to the numbering scheme of the paragraph style.

While InDesign veterans may assume everyone already knows this, I can assure you I have worked with very sophisticated documents from designers who did not take advantage of this basic feature. A good rule of thumb to keep in mind as you tackle InDesign challenges is this: If it’s repetitious, tedious, or time-consuming, there’s probably a built-in solution right there in the program. You just need to go look for it.
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.
In the example I explained, I was using a list, but did it with un-linked text boxes using “continue from previous number” and “continue numbers across stories.” I’m guessing that there is no way to tell InDesign that even though there are 4 text boxes on the page, that there are two different lists? I’d probably have to just create two threaded stories for that scenario to work.
Let's say you just created a paragraph in Heading 1 style. Now, you press Enter to go on to create the next paragraph. What style will that paragraph be in? You can modify a style to stipulate the style Word uses for the following paragraph. So you could set it up so that, when you're entering text, a Heading 1 will be followed by a Heading 2. And, you could set it up so that a paragraph in Heading 2 will be followed by a paragraph in style Body Text.

- [Voiceover] If you're creating a multi-page document, there may be a need to use page numbering or create a master layer. Now, page numbering is fairly straightforward, but master layering may need a bit of an explanation. A master layer is a layer that will be displayed on all pages. What this means is that if I was to create a master layer, whatever I put on that layer will appear on all pages. I perfect an example of this is if I was creating a layout for a financial report and wanted a company logo to be on all pages, then I'd put it on a master layer. From my Object Manager, I'm going to left click on this black triangle, and then I'm going to select New Master Layer all pages. Now, if I go over to my tool box, I'm going to grab my rectangle tool. I'm gonna left click and drag. I'll create a small rectangle here. I'm going to give that a solid color, and let's just do another object here as well, and I'll give that a slight bit different color. So we can pretend this is…
Starting an auto-numbered paragraph is deceptively simple. See those buttons on the top row of the Paragraph section of the Home tab? The left-most one is for bullets; the next two to its right are for numbering and multi-level numbering, respectively. Simply click the button to toggle the feature on, or click on the drop-down arrow on each button to select a specific style. If you don’t like any of the delivered choices, you can click Define New to set your own.
By default, bullets and numbers inherit some of their text formatting from the first character in the paragraph to which they’re attached. If the first character in one paragraph is different from the first characters in other paragraphs, the numbering or bullet character may appear inconsistent with the other list items. If this is not the formatting you desire, create a character style for numbers or bullets and apply it to your list by using the Bullets And Numbering dialog box.
There is very simple solution that we use and that is to lay out the sheet say 6 up on a A4 sheet as a master page and in document setup set the number of pages to 1,000 if that is the amount you require. Put a page number on each ticket on the page and although they will all have the same number on each page, we put the the first two letters of the customers business name before each number followed by the letters of the alphabet so it then reads for example BT1A, BT2A, BT3A, BT1B, BT2B, BT2C and so on as each page is printed.
Using previously un-used heading levels would be more suitable for situations where you want to maintain two separate numbered lists that both make use of the "magic" properties of the built-in headings; for example, this would be the case when you set up appendix numbering as discussed in the article at https://shaunakelly.com/word/numbering/numberingappendixes.html.

This chapter (web page) takes you through how numbering is supposed to work in Word and the various controls. It is useful, but primarily on SEQ fields and simple numbered lists and also as reference showing the menus, dialogs and controls and going through the concepts for outline numbering. To actually set up outline numbering that works, refer to the Kelly and McGhie articles.
You can add many of these items by using text variables. InDesign includes several preset variables, such as Creation Date and File Name. You can modify these variables, and you can create your own. For example, you can create a variable that displays the first use of a Heading paragraph style in the header or footer. Once you create or edit the variables you need, you assemble them on the master page to create your header and footer, and then you apply the master page to the appropriate document pages.
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.
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