Modifying the Header Styles (Advanced Options)
Format at the bottom-left corner of the window will trigger a drop-down menu with more complex formatting tools a document creator can use such as Font, Paragraph, Tabs, Border, and Numbering to name a few.
If you have already formatted the text you want to make into a heading and would like to preserve the appearance, right-click the heading entry in the Styles menu and click Update Heading to Match Selection.