I am looking for a nice way to, in effect, find strings of text in a lengthy
Word document and modify them, such as Underlining, or even apply a style,
even a character style, which obviously would leave me free to change even
that formatting later on with ease. I don't actually want to replace the
text. The catch is that the strings, each of which is at the beginning of a
paragraph, end with a number immediately preceding a colon. For example
"Interrogatory No. 5:", "Interrogatory No. 6:" and so on. There are 3
variations on those strings, the first being the one above, the second being
Request to Admit No. n: " and the other "Request to Produce No. n:", with n
representing the sequential numbering of these items.

Is there a way to do this with Find and Replace? I figured out how to find
the strings using wildcards, but I can't figure how to replace with with the
same text (or just keep the text) but with new formatting or a character
style. Instead I am getting "Interrogatory*" literally.

(Of course, we did not create this document)