Creating references that are bracketed numbers, not citation

I have figured out the answer.

The style of Reference page I would like to use is called IEEE. In the Citations and Bibliography section of the References tab, there is a menu for Style. If you select that, IEEE is one of the options.

So overall the steps are:

1. Click Insert Citation > Add a New Source
2. Enter the source into the wizard page.
3. Click OK. Now your citation is in the list when you click "Insert Citation". Whenver you reach somewhere in the document where you want to refer to that reference, click Insert Citation and select it.
4. When you are ready, generate a Bibliography by clicking Bibliography > Insert Bibliography.

NOTE: If you don't see the IEEE format as an option, you need to install it, as @Kesavan points out below. If the link he provided didn't work, go HERE, download styles.zip, unzip it, then copy all the .xsl files (each representing a different style) into the folder C:\Program Files (x86)\Microsoft Office\Office12\Bibliography\Style or equivalent on your machine.

Solution is Here You have to install the IEEE Reference Number Style https://www.letuslook.org/tips-tricks/install-additional-word-reference-styles-mac-windows/

I am on a Mac Word 2011 so the above answers were helpful conceptually. These were the steps that I needed to follow to get this working:

1. I got the IEEE .XSL style from Bibword http://bibword.codeplex.com/ (look for the Download button once there)

2. Clicking the download button downloaded a styles.zip file

3. Extract the .zip file, go inside and copy all of the .XSL files (or just the ones that you want)

4. Go over to Finder > Microsoft Office > Word. Then [Show Package Contents]

5. Content > Resources > Styles. And paste the .XSL files there

6. Restart Word