When I use the heading tags (# ##, etc) using markdown, they are always converted to numbered sections during pdf-latex conversion.
How to indicate unnumbered headin
You can clic the Table Of Contents icon.
A panel should open in the left side. Clic on the "configuration" icon 1
De-select Automatically number headings [2]
See the screenshot
If you have the nb extensions active, you can see the contents on the left hand side. Just before the contents (but after the title "Contents"), there is a small letter "n". If you press the n, it removes the numbering from the headers.
You can write an unnumbered heading by appending {-}
or {.unnumbered}
to the Markdown cell, e.g.:
Heading {-}
The output is a heading without a number, like so:
This is documented in Pandoc's Markdown which is an extended and slightly revised version of the original Markdown syntax.