You can check out this post on SuperUser.
Word starts page numbering over for each new section by default.
I do it slightly differently than the post above that goes through the ribbon menus, but in both methods you have to go through the document to each section's beginning.
My method:
Format Page Numbers
Continue from Previous Section
radio button under Page numbering
I find this right-click method to be a little faster. Also, usually if I insert the page numbers first before I start making any new sections, this problem doesn't happen in the first place.