You can add heading styles to your content using the Format drop-down.
Highlight your heading and click on Format and select your heading style.
Heading 1 is disabled because it can only be used for the page title.
You can add Headings 2–5 but you will mostly only use Heading 2 and Heading 3.
For accessibility reasons, you must follow the correct order:
the first heading after the title must be Heading 2 (because the page title is formatted as Heading 1)
the next subheading must be Heading 3 (you can’t jump from 2 to 4 for example, just because you like the way it looks).