Creating a dedicated style
This style implements consecutive numbers on the outer page margins, top-aligned with the paragraph being numbered. An independent style needs to be created for these marginal numbers.
Create some paragraphs with style Normal. Before such a paragraph, enter an empty paragraph. Position the cursor on the new empty paragraph. In the Styles window, click the New Style button. In the Create New Style from Formatting window, name the new style Marginal Number. The Style type is Paragraph, and both the Style based on and Style for following paragraph fields are set to Normal. As font color I use a medium gray, so that the numbering doesn't distract from the text too much. The text flow is set to centered.
In the dropdown list labeled Format select Frame..., and in the Frame window select Text Wrapping Around. The Horizontal position is Outside, relative to Page. The Distance from the text should be 1 cm in order to not distract too much from reading the text. Make sure the Vertical position is 0 relative to Paragraph (this is the default). Also make sure to enter a minimum Height (in the Size group), in order to prevent showing the marginal number on the previous side, while the paragraph itself shows on a new side. I use At least 2 cm here (I am using metric measurement units). Make sure to have the checkbox Move with text ticked. Click OK.
In Format select Numbering..., and in the Numbering and Bullets window, click on the button labeled Define new number format.... Choose number style 1,2,3..., but make sure that in Number format you have just the digit 1, not an ending dot or anything else. In Alignment choose Centered again. Confirm all windows.
In View, Views select Print Layout in order to see the effect of the numbering. Just enter a paragraph before an existing paragraph already containing text and apply the new style to it: the new marginal number will be added on the outer margin, top-aligned with the following paragraph.
There's one more thing to do. Place the cursor in the marginal number frame, just after the number. There is some space which needs to be removed. Right-click to obtain the context menu, and select Adjust list indents.... In the appearing window, set both the Number position as well as the Text indent to 0, and Follow number with to Nothing. After clicking OK Word warns that these changes will be applied to the style Marginal Number, which is precisely what we want, so click Yes. You will notice, that the frame containing the marginal number is much narrower now, i.e., we gained more space for larger numbers.
Note, that these marginal numbers can be refered to via References, Captions, Cross-reference; they appear as a simple number.
Create a macro for marginal numbers
The whole procedure to add a marginal number is somewhat tiresome: position the cursor at the beginning of a paragraph, press enter to obtain a new empty paragraph, reposition the cursor in the new paragraph, click on the new style to apply it. A macro can automate these tasks.
Provide some paragraphs with text, so that the macro can be recorded. Position the cursor before the first character of a not yet numbered paragraph. Start a new macro recording with Views, Macros, Record Macro..., and in the Record Macro window, name the macro sensibly (here: InsertMarginalNumber), then select Keyboard. In the Customize Keyboard window, assign a new key combination which shall be used to execute the macro. I chose Ctrl+M with the M standing for Marginal Number. (Note, that this will overwrite the original shortcut used to indent a paragraph. If you are used to that shortcut, it is advisable to use another shortcut.) Click the buttons Assign and then Close.
Now the macro is recording. Press Enter, then the Arrow left key, apply the style Marginal Number, then press the Arrow right key. Stop recording the macro via View, Macros, Stop Recording. To verify the macro, position the cursor at the beginning of a yet unnumbered paragraph, then press Ctrl+M.
This is the code of the recorded macro:
Selection.MoveLeft Unit:=wdCharacter, Count:=1
Selection.Style = ActiveDocument.Styles("Marginal Number")
Selection.MoveRight Unit:=wdCharacter, Count:=1
To apply, move the cursor at the beginning of a paragraph, then press Ctrl+M: there's your marginal number on the outer margin.