Do you mean you want to see a preview of the document template inside the application?
In that case you could use the document viewer: https://appstore.home.mendix.com/link/app/12/
Ah ok, i don't think this is possible with the default document templates from Mendix since it's a specific Word styling that enables this navigation pane.
You could check out the widgets/modules bellow. They let you use a Word template and therefore you might be able to get the navigation pane right: