You do not do this with margins. That is a WP concept that doesn't translate well to Word. Instead you use paragraph indents in styles and possibly borderless textboxes in the first-page header or footer. The next two links should give you all the information you need.

Setting Up Letter Templates
Letterhead Textboxes and Styles Tutorial

(Margins in Word require a section break. This doesn't work well with text flow for this purpose. That is, text typed in before the section break intended to start the second page can flow onto the second page carrying first page margins with it. Sections / Headers and Footers in Microsoft Word 2007-2013)