To print page numbers on the pages of your document, you must insert a special page number marker at an appropriate spot. The most appropriate spot is in the footer (or possibly the header). This is because you generally want page numbers to print on every page, and at the same location on each page.
To insert the page number marker, first set the insertion point where you want the page number to appear (say, within the footer).
Then select the Insert menu's Page Numbers... command. You will get a Page Numbers dialog box. Here you can choose the position of the numbering, and its alignment. If you click on the Format button, you can choose the type of numbering, such as Roman numerals and letters, and at what page you want the numbering to start.
Once you've done this, Word keeps track of what the page numbers are, and they will print correctly right along with any other text in your footer. For example, if you type "pg. " before the marker, your footer will print as "pg. 1" on the first page, "pg. 2" on the second, and so forth.
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