To keep zeros in front of the numbering on your CSV data file (e.g., 001, 0001), you’ll have to format the cells as text before creating your numbered list in Excel.
To include leading zeros, right-click (or control-click) on the first few cells. Next, choose Format Cells > Text or Plain Text. Once your cells are formatted, create your numbered list. You numbering should appear correctly before saving your document.
Note: If you close and reopen your document or look at a preview of the document, you might not see the leading zeros. But as long as you were able to see them when you saved the file, the leading zeros are still there.