Now that I am putting my work together as a report I found this article very useful.
http://www.shaunakelly.com/word/numbering/numberingappendixes.html
This is about how to number and generate a table of content for Appendices. Basically you have to use different heading other than what you have used in the report which is also not based on any of the headings used in the report. Then you can create a table of contents for the appendices modifying options to select Heading you have used for appendices.
