How do I map a multi level list in RoboHelp 2020 to a multi level list in Word?
I don't think you can. While I don't have access to RH2020 at the moment, there is no Lists option that I can see in the screenshot you posted, and if the ol/ul styles don't show under Paragraphs then I think you just have to rely on the styles from RH being ported into Word as is. Once I have access to RH2020+ again I can double-check but if you can't see the options anywhere in your copy I think you're out of luck.
You can also check if the issue/feature has been requested here and log your own ticket: https://tracker.adobe.com/
Post the item number in the discussion so people can easily vote if they want the same functionality.
And as alway you can try support for possible solutions. The email address is recommended as it goes to a dedicated RH team. https://helpx.adobe.com/contact/enterprise-support.other.html#robohelp