You could use copy and paste. That will give you exactly what you want, but
it could be time-consuming, depending on how large your Word document is.

Alternatively, just open the Word document in PowerPoint; it will be treated
as an outline, which means that each top-level heading will start a new page
in a presentation and lower level headings will be added as items in a
numbered list. For more information, you may want to ask in a PowerPoint
newsgroup.