“A good heading structure is probably the most important accessibility consideration in most Word documents. Headings will allow screen reader users [often blind people] to navigate through the page easily and will make the page more usable for everyone. Many people do not use true styles in Word. For example, when creating a heading, they simply change the font, enlarge the font size, make it bold, etc. If this is done, the document has no real structure that can be discerned by a screen reader. In Word, the correct way to provide structure is to use Word styles." (quote from: http://webaim.org/techniques/word/#create)
The short activity below will guide you practice adding and formatting headings in all common versions of Word. More briefly: you can add headings and subheadings by highlighting the text that you want to make into a heading, and pressing Ctrl + Alt + 1, 2, or 3 (Cmd + Option on a Mac).
Once you add headings, blind users will be able to quickly skim over your Word doc just as a sighted user can do. In order to skim it, blind users can press a key on the keyboard (usually H) to jump to the text you have identified as a heading. As explained in the practice document, headings are very useful for sighted people to quickly skip through long documents too!