Here is what I had to do:
1. First make sure your ribbon is turned on. In your Word preferences, you should see an icon for "Ribbon". Click on it. The first box under 'General' should say "Turn on the ribbon". Make sure it is checked. This is an essential step that most instructions leave out - I've had mine turned off for years and it took me a while to figure out what it was and where it was.
2. Once your ribbon is turned on, you will see tabs (Home, Layout, Document Elements, Tables, Etc). You WILL NOT see a tab called "Headers and Footers" yet...but you will in a minute.
3. If you are cool with the default header/footer style, you can skip this step. If you want to alter the way your header/footer looks, click on the tab "Document Elements" and choose from the variety of preset styles available.
4. Now you are ready to edit your headers. Click in the header area and type your first header.
5. Click on your page / close the header. Wherever you want your header to change, click your cursor at the end of the copy on the previous page and insert a section break, next page. You do this by using the drop down menu. Click Insert/Breaks/Section Break (Next Page).
6. Now that you've created a section break, go to the first page you want to change the header. Click in the header area. You will notice that in the ribbon, there is now a tab called "Header and Footer" that appears right after the "Home" tab. Click on this tab and you will see a box for "Link to Previous." Uncheck this box. Edit your Header and close the header. Your new header should be visible. Scroll up to see that the original header is still in tact in the previous section.