Perhaps, in other documents, you have created spacing between paragraphs by pressing Enter twice? In that case, you can certainly add content "between paragraphs."

However, note that, in Word, pressing Enter twice is not recommended as a method to create paragraph spacing. Instead, you should make use of paragraph Spacing After and/or Spacing Before (Paragraph dialog box).

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional