Type the text you want to be a heading and, with your cursor in that line of text, select a heading level from the "Style" menu on the Word toolbar. Resist the urge to create headings by highlighting text and making it bold and big.
The Style menu in Word is a small box on the toolbar that normally has the word "Normal" in it. Click the arrow next to it and you should see the heading choices. If you don't like the way your headings look, you can change them by choosing "Styles" from the "Format" menu. For details, see the visual formatting section.
If you can't find the Style menu on Word for Windows, click the “Toolbar Options” arrow at the right end of the toolbar, then select “Show Buttons on Two Rows.”
Click on the small, black, downward-pointing arrow next to the “Styles” box, which usually says “Normal,” and choose a heading from the drop-down menu.