Those are commands found with Voice Control, but Dictation is controlled in Keyboard preferences. This is what you use to dictate text in documents such as this particular message editor. Enhanced dictation was removed in Catalina. The explanation seems to be a complete reliance on Apple servers to handle everything rather than a set of dictation commands and/or controls on the local computer. Having Voice Control for command and control of the computer and its applications is used together with Dictation in order to provide the capabilities of command/control of the computer with dictation for entering text into documents.
In reality Dictation was much better in Mojave than it is in Catalina. Worse is that Dragon Dictate worked in Mojave but does not work with Catalina, and it never will because Dragon has abandoned it.
If you wish to dictate text in OneNote, then I suggest you try turning on Dictation in Keyboard preferences.