sorry it took me so long to reply. I was away all weekend exploring a section of Ireland. Please find the answer to your question below.
>> I'm a new DocX user and I'm wondering if I can create a docx with numbering and / or set paragraph's Style.
I think you are refering to a tabbed list? I have not added this feature to DocX yet but it is next on my list. If I could only find the time, I would love to add this feature.
>> I saw on your documentation I can set formatting to a paragraph but I don't see anyway to add specific Style to a paragraph like Heading 1, Heading 2.
I have not yet add any of the preset styles to DocX such as Heading1, Heading2 etc. As a work around, you could create a Formatting called Heading1 and apply that wherever you need it (See below for an example).
// Recreate the built in style Heading1
Formatting heading1= new Formatting();
heading1.Size = 14;
heading1.Bold = true;
heading1.FontFamily = new FontFamily("Cambria");
heading1.FontColor = System.Drawing.Color.FromArgb(54, 95, 145);
heading1.Color = new Color(54 95 145);
// Insert a new Paragraph at the end of this document with the 'style' heading1.
document.InsertParagraph("New text", false, heading1);
I hope this helps,