Those appear to be footnotes or endnotes rather than more conventional bibliographic references? A footnote styles would be initiated with the insertion of a Word footnote, adding the text you want and the citation when needed and making sure the footnote templates are either defined in the footnote settings or that the footnote adopts the “bibliography” settings.
You can add “notes” in a numbered bibliography, but they can’t be combined with cited references. The alternative is finicky, and requires using custom fields and their incorporation with appropriate “link adjacent” and “separation” marks.