The feature exists, is powerful but works in a very different way than Word's.

You must create paragraph styles activating the bullets and numbering options. It's needed one style for each level in your hierarchy.

Something like this (the capture is in Portuguese, but you can identify the items as their position is the same):

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In the paragraph style you define the level (nível) and set the format. Usually, numeration will be continuous whitin a chapter.

When setting second- or third-level styles, you need to define where numeration will restart. Here you see a second-level paragrapf settings:

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The option I chose makes numeration for second-level titles restart every time a new first-level appears. The result is this:

1. Nononononon
1.1 nononon
1.2 nononon
2. Nononon <– a first-level paragraph makes the 2.n numbers restart
2.1 nononon
2.2 nononon
etc.

Please note that ID keeps the numerations independent. So if you don't have a first-level paragraph in any place on the text, the second-level numeration will appear like this:
0.1 nononon
0.2 nononon
etc.

This is a powerful feature which lets you apply detailed format to numbers apart of the paragraph style itself and build a structured document. I suggest you to take a look on the InDesign Help about this feature.

Muito obrigado! Freiberger

really helpful.