That is the correct way.
You might also try displaying non-printing formatting marks. Sometimes, it helps to add dummy text to each section to expand it to multiple pages, doing your editing and then deleting the dummy text.
Showing non-printing formatting marks in Microsoft Word
Sometimes section breaks get collapsed at the right side of text if they are inserted at the end of a paragraph.
I have my status bar set to display the section number as well as the page number. That could also help.