Click the ¶ button on the Home tab to see section breaks as well as other nonprinting marks. You can delete section breaks but note that each section break stores the formatting of the preceding section: newspaper columns, page setup, headers and footers. Therefore, deleting a break may cause seemingly unexpected formatting changes.
For more on sections in Word, see
http://word.mvps.org/faqs/formatting...thsections.htm.
For more on headers and footers, have a look at
http://wordfaqs.mvps.org/HeaderFooter.htm.