I think I can help here. Are you looking to insert a paragraph symbol (e.g., ¶) or to actually adjust the spacing of your paragraphs/headings? If it's the former, you can just type the paragraph symbol using whatever keyboard entry method your OS uses and it should export just fine in most file formats.
As for adjusting spacing, to change the way your text appears in the Zettlr editor window, you can use custom CSS, as discussed in the manual. The text-indent property is probably your friend here.
Adjusting the appearance of text in the editor, though, won't affect how it looks in exported versions of your document. The solution to that will differ somewhat depending on a) what file format you're exporting to (e.g., Simple PDF, XeLaTeX PDF, DOCX, etc.), and b) whether you're looking to change the indentation of every paragraph, or just select ones that you specify. If you tell me what you're going for, I can be of more help on these fronts.
