There is an additional window opening, when the advanced search finds an entry in the header/footer within a Word document (in my case it's MS Word 2010).
Is it possible to open this "window" manually?
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You can double click on a footer or header to open them for editing (or Insert > Header & Footer > Footer -- which will display both the header and footer in edit mode for editing on your page). Depending on what the number of sections in the document and the "Different First Page" and "Link to Previous" setting, you'll may only need to make your edit once document, or in each section.
Word doesn't use the window you see in the search for anything but search.