Create a list style, for example via Home tab | Multilevel List | Define New
List Style. In the style dialog box, you can define all aspects of numbering
or bullet formatting by clicking the Format button, and then clicking
Numbering; you'll see a dialog box similar to the Customize Outline Numbered
List dialog box of Word 97--2003 (and the article at
http://www.shaunakelly.com/word/numbering/OutlineNumbering.html is still
useful). It is recommended that you associate each level of numbering with a
paragraph style.

The list style, once created, can be applied via the Apply Styles pane
(Ctrl+Shift+S). However, if you associated a paragraph style with each
level, you will find it easier to directly apply the paragraph style to
text.

Later, if you want to modify the list style, you can do so by right-clicking
its icon at Home tab | Multilevel List (look under the "List Styles"
heading). Alternatively, you can use the Edit tab of the Manage Styles
dialog box, which is accessible from the Styles pane (Ctrl+Alt+Shift+S).