Add heading numbers not working in Microsoft Word

I would like to add numbers to the headings of my word file. I'm using Word 2016 with the latetest Updates.

At first I put the curser in the first Heading, and then i added the "list with more level" feature. Like following:

First Step

Result

In the Navigation Pane you can see, that this are headings.

How can i automaticly create all Numbers?