When you say 'insert a section', do you mean figuratively? or do you mean you've used Word's Section feature to break your document into different logical sections.
You can make a new Section (Insert -> Break -> Section Break) to create a new logical section in the document.
Initially, this section will have the same Header and Footer as the preceding section, but there is an option to change this.
TBH, I don't recall where it is in Word 2012, but in the current version it's in the Header and Footer ribbon, under the Link to Previous option:

With this turned on, the header will match the previous section. Turn it off to give this section a different header/footer.