Headers, footers, and page numbers
Page numbers are added in the Insert menu in Word. Remember to uncheck the box for inserting the page number on the first page, as the title page doesn't need one. It is still page 1 though - numbering should be continuous throughout and include all the pages, even the blank ones. There is an option in page number setting called Continue from Previous Section (or similar) which should be checked.
A word of warning - if you're putting them on the outside of the page, remember that your pages are the wrong way round. You need to select Outside on the options, and if your version of Word has a little icon to show you where the number will appear you'll see them on the outside of the pages. However, when you go back into the manuscript they'll be on the inside because your pages are back to front. This is nothing to worry about.
Next you need to insert headers or footers if you have them. Most books, certainly fiction books, have headers rather than footers so I'm going to assume this is true of your book. The advice is the same either way.
Remember those section breaks we set up earlier? This is where they become important, because they allow you to have different headers throughout the book. Your title, dedication, and contents pages don't need headers or page numbers, but we'll leave them to the end.
If you want the headers on odd and even pages to be different (for example to have your name on one and the book title on the other) you'll need to set this in the Page Setup section (where you changed the margins etc). In the layout is the option to select Different Odd and Even, so check this if you want them different. Don't forget to apply this to the whole manuscript.
Once you've done this (or not) , go back to the manuscript and move to the first section of text that's actually a part of the writing. Double click in the top or bottom margin, or use the view menu to open the headers and footers. It will also give you a little pop-up bar with options. The first thing to do is hover over the options and turn off the one called "Same as Previous". Make sure your page numbers are where they should be, and enter the text for your header. I usually make this one font size smaller than my main text.
Headers are usually on the outside of the page, so remember to position them on the inside of the view in Word - on the same side as your page numbers if you don't have those centred.
When you're finished, move on to the next section. As before, turn off Same as Previous and edit it to how you want. Go through the manuscript and do this, removing auto-filled headers and page numbers from the sections where you don't want them. Because you've turned off Same as Previous you should be able to change the headers and page numbers in any section without it affecting any of the others. Once you're finished go back to the beginning and remove the page numbers from the front matter of your book. The reason to do this last is because if you do it before you turn off Same as Previous it would delete them from the whole manuscript.
The next step, tedious but necessary, is to skim through your headers, footers, and page numbers to make sure nothing's gone wrong. If the content of a header doesn't look right, or there is or isn't a page number in the right place, it might be that there's a page or section break in the wrong place. The view where you amend headers and footers will tell you which section you're in.
If the page numbers are woefully wrong, as mine were after I added and removed some breaks (95, 97, 94, 96, anyone?) take them out and start again with them. Don't be tempted to edit manually as this may cause further problems later.
Once everything's fixed, check it again.