A heading in html has a semantic meaning, it is not just for styling your text. A heading tells Google that this text is more important than any of the paragraph text on your page.
A heading tag also has a number that indicates it's relative importance compared to other headings on a page. H1 is the most important, with H2 used for sub headings, then H3 etc up to H6
All pages should have one and ideally only one H1 tag. This tells screen readers and search engines that the text in this tag is the most important on the page and explains what this page is all about.
To use an H1 tag on some text on your page, you simply choose a heading style that has the heading level set to H1.
For sub headings, you should select a style that is set to use an H2 tag. You can use as many H2 tags as you like on a page. For sub headings of an H2 tag you would use an H3 tag, and so on up to H6, although that would be a pretty info heavy website to get to H6. What you should not do is skip a level. ie don't have one H1 tag and then some H3 tags without any H2 tags.
For most purposes, you will probably be fine with a single H1 tag and the rest as H2 tags if you need any sub headings.
In Sketchanet, the heading level is set as part of a heading style. So if you want to apply an H1 heading on a page, you will need a heading style that is set to use H1. Remember, that if you change a heading style to use H1, that will affect all headings that use that style throughout the website.
Bear in mind that you can have as many heading styles as you like, and the heading level setting itself has no affect at all on the look of the heading. So if you want a single H1 heading at the top of the page and several other H2 headings that look exactly the same, then you need to create 2 different heading styles, that have the same settings, except that one will be set to use H1 and the other to use H2.