No indent after pilcrow (paragraph mark)

I have a long document that has been copied and pasted into Word that
I'm trying to fix. At the moment there are large slabs of text where
new paragraphs are not indented. I want to add indents. Although I can
search for a paragraph break with "^p" it doesn't seem to find every
actual paragraph break (which is represented in the hidden characters
by a pilcrow or backwards 'P' - ¶).

If I add an indent using the rulers at the top of the page, it will
add an indent to the very first paragraph, but not to the others. I
have to manually go through, hit delete then enter to show the
document that I really do want a new paragraph there - and that an
automatic indent is required.

Is there any way to do this automatically?