Yes, a letter mail merge product will have at least one section per record.
Mail Merge

You then need to identify the section as well as the pages unless you are printing all.

To print a range of pages across sections, use the following syntax in the Pages box: PageNumberSectionNumber-PageNumberSectionNumber
For example, you would type p1s1-p2s2 to print from page 1 of section 1 through page 2 of section 2.
https://support.microsoft.com/en-us/...ment-in-word-2

Despite the limitations noted on the page, it applies to all recent versions of word.