Write your document and format your headings with heading styles 1, 2 etc. Set the numbering of these styles to be "Outline numbered". To do this, show the Styles and formatting pane, hover over a heading, click the down arrow, select Modify, click the Format button, click Numbering, select Outline numbered, and then select the style with the numbering of your choice.
After you have completed writing your document, go to the top of the document and click Insert - Reference - Index and Tables - Table of Contents tab. Choose your options as you require and hit OK.
Now you see a Table of contents. You can hold down the Ctrl key and click a row in the table of contents to jump to the respective paragraph.
If you want, create a page break between the TOC and the rest of the document.
see attached.
cheers, teylyn