There is a newpage feature in MS-Word. Here you can find more on office 2003
http://office.microsoft.com/en-us/word-help/insert-a-manual-page-break-HP005189549.aspx
For the other Office versions read the links below:
Office 2007
Office 2010
If you want to read up on MS Office Document structure read take a look at this link:
http://office.microsoft.com/en-us/word-help/CH006082987.aspx
EDIT:
Use this Macro, it will throw an error, if you have no open document:
Sub OpenMultipleFiles()
Dim fDialog As FileDialog
Set fDialog = Application.FileDialog(msoFileDialogFilePicker)
With fDialog
.AllowMultiSelect = True
.InitialView = msoFileDialogViewList
If .Show <> -1 Then
MsgBox "Cancelled By User", , "Cancelled"
Exit Sub
End If
End With
For i = 1 To fDialog.SelectedItems.Count
Selection.InsertFile fDialog.SelectedItems.Item(i)
Selection.InsertBreak Type:=wdPageBreak
Next i
End Sub
While in Word press ALT+F11 this brings up the VBA Editor. Afterwards expand Normal to see the Modul folder. If it does not exist click on Normal -> Insert -> Modul
Paste the Macro and save.
Afterwards you can add a button with the macro to your toolbars.