Word Doesn't Know What a Page Is
You probably look at a Word document and see a number of pages. Each of the pages has different elements on it. Some of the pages just have regular text, some pages have images, some pages have footnotes, etc. Makes perfect sense to you. However, one of the most important things that you can understand in the effort to control Word is that Word doesn’t think in terms of pages.
To Word, your document is not composed of pages. An accurate comparison might be a rack of mailboxes, say for an apartment complex or a company department (or pigeonholes, in UK/Aus/Can English). Word sees your document as a rack of mailboxes. Each element that might be on a page is kept in a different mailbox. So one mailbox holds all the text in the main body of the document. Another mailbox holds the headers and yet another mailbox holds the footers. A separate mailbox holds images. And so forth. If your document has multiple section breaks, Word essentially sees multiple racks of mailboxes, one for each section.
So for Word, pages do not exist until you tell Word you want to print. At that point, Word reorganizes the information in the mailboxes—or in other words, calls up the printer driver and uses the information it gets from the printer driver in order to decide how the contents of each mailbox will be placed on the paper page. Word uses the settings in the printer driver to decide where the page breaks will be, which is why the page breaks can shift from printer to printer. The same is true of line breaks—the point where one line in a paragraph wraps to the next line is dependent on the printer driver.
You can fake Word into showing you pages constantly by using Print Layout view (Page Layout in older and Mac versions of Word), but this can lead to a lot of confusion. For instance, some people complain that find and replace doesn’t work in footnotes. It works fine. It’s just that Word searches all the main text, then goes back and searches all the footnotes, because Word doesn’t think in terms of pages. It thinks in terms of mailboxes, and it searches one mailbox at a time—wouldn’t you? Spellcheck works the same way. Select All (Ctrl-A) doesn’t actually select all, either. It only selects the active mailbox. Using Print Layout view can also be slower, because it forces Word to work harder—it’s constantly guessing about how those mailboxes might be re-organized on a page.
For these reasons, you cannot tell Word to delete a certain page. You cannot set margins for a specific page. You cannot ask Word to shuffle pages around as you can slides in PowerPoint. You cannot tell Word you want a certain image on page 5 and you want text to flow around that image. None of those pages actually exist until you are sending the document to the printer driver, either for real or by using Print Preview. This is also why your layout in Word is limited by the printer driver. Word won’t let you do certain things unless the printer driver allows them, because Word gets all its information about what a page is from the printer driver. I am deliberately referring to the printer driver (or the software that runs the printer’s connection to your computer) rather than the printer, because Word also doesn’t care whether a real printer is there. This means you can install a printer driver for a printer you don’t have, if you need special layout options.
Word does, however, think in terms of paragraphs and sections. So whenever you want to apply formatting or layout changes to a particular piece of your document, or do something with a particular piece of your document, that piece usually needs to be either a paragraph (or group of paragraphs) or a section. Not a page. You might think that Word let you set the margins for a particular page when you went to File>Page Setup>Margins, and selected "from this point forward", but what Word really did was create a section that it could apply the formatting to, by inserting a section break at "this point". It does the same thing—insert section breaks as needed—when you apply column formatting or try to set a page to landscape orientation.
Using Normal View (renamed Draft View in Word 2007/2008) can really help you understand how Word thinks. You’ve probably wondered why Normal View is called normal. What’s normal about it? You can’t see the margins of the documents, footnotes appear in a separate pane, certain images won’t appear at all…isn’t that abnormal? Here’s the big secret. Normal View is what’s normal to Word. If you use Normal View, you can actually see the different mailboxes in action. Normal View replicates the divisions in the file where Word stores information—it only shows the main text mailbox. The footnote pane in Normal View is a window into a different mailbox. Images that are in-line with text (in the text mailbox) show up, but floating images, which are kept in the drawing mailbox, vanish. You have to go into Print Layout to see headers and footers because they are in yet another mailbox, which Normal View can't access. Normal View doesn't bother to show accurate page breaks because it doesn't communicate with the printer to see where the breaks will be. But Normal View always shows section breaks, helping prevent the confusion that arises in the margin change example above. You can tell Normal View to show page breaks and count line numbers by checking "background repagination" in Tools>Options>General (Mac: Word>Preferences>General), but such numbers are still an estimate, and if you don't check that box, Normal View may not track such information at all.
This has been a highly over-simplified explanation written by a regular user, not a technical expert, designed to offer a general outline of how Word organizes a document. I've used the mailbox analogy to introduce what is technically referred to as the "object model" design of Word. The real technical stuff is even more complicated—the use of "mailboxes" in this article conflated two different types of mailboxes within Word, called "layers" and "stories" (or "StoryRange", in VBA). Word experts know that Word has a text layer for text and a drawing layer for images, and that the text layer can contain more than ten text stories. The layers operate completely independently. The text stories are separate, but they can talk to each other and are interdependent in certain ways. It can sometimes be quite tricky to know whether an element of your document is in the text layer or the drawing layer. You might not see what the difference is between a frame and a text box, but to Word, a frame is in the text layer and a text box is in the drawing layer and the difference that makes is huge. Elements in the text layer cannot see elements in the drawing layer, which is why your Word-generated table of contents (text layer) will not include any text you put in a text box (drawing layer). And so forth. The various permutations are complicated and extensive.
Note: Many of the limitations mentioned here can be overcome with the help of macros written in VBA. This page merely seeks to explain why, in certain areas, Word does not behave as you might expect it.
Other articles addressing various aspects of this issue:
About the draw layer (or floating image mailbox)
Since Word thinks in terms of sections, it's worth knowing How Sections Work.
The Mailbox Analogy
The mailbox analogy is borrowed from discussions by technical experts who know far more about Word than is offered here. See their explanations in these articles.