Just a quick note, because I'll forget, and these instructions were impossible for me to find online. If you've got an outline in Word that you'd like to add heading numbering to, there are only two simple steps to follow.
1. Click on any heading in your outline.
2. Click the toolbar button shown in the picture!
That's it! If you find a bajillion longish instruction sets like I did, ignore them! That's right future me, ignore them! :)