How can I create numbered headings in Pages?

Pages is a free product intended for consumers or occasionally prosumers. You have expectations for a professional product feature set that is absent from Pages, nor is it a design goal. Your options:

1. Use another word processing application that meets your feature set requirements.
2. Manually enter those structured paragraph numbers before applying the paragraph style. Pages will not automatically do this for you, though the structure will appear in a generated outline with the appropriate styles enabled.
3. From the Pages application menu, directly send feedback to the Pages product team with a feature request. Don't get your hopes up or expect them to reply.