For simple lists, just use the Word buttons Bullets or Numbering. For multilevel lists you can use the button Multilevel List.
These buttons can be found on the tab Home in the function group Paragraph:
Simple lists with only one level are implemented correctly by default.
We have described the creation of lists with multiple levels in detail in the article Create new multilevel list.
If you want to write several paragraphs (so-called list continues) within a list item, you need separate styles for these paragraphs. We recommend using the styles "List continue" - "List continue 5", which Word already supplies as standard. With these styles, you then only need to set the role List continue (plus the corresponding outline level) in the axesWord Document Settings.