I want to set all margins (top, bottom, right side, left side) each time I work with my Word documents. I do NOT want to set each page individually. This couldn’t be more frustrating. Why do you make it so complicated when it is a very simple request?
So, is your question “How do I set margins for word documents”, as title says, or is that “Why do you make it so complicated when it is a very simple request” (as the question body asks, never explaining who are those “you”)? As for the first question, you seem to know how to set margins - so it’s unclear what is wrong with doing exactly as you want (“I want to set all margins each time I work with my Word documents”), and why do you need to do that for each page? Improve your question.
Maybe a MSWord format issue.
Page margins are elements of page properties. Double click (status bar) on Default Style :: Page and set the margins.
You may come to that point as well using the Format menu.
To start every new page with desired margin values you have to work on the page style itself and to create a new template. That’s more complicated - if you need help for that, so tell it.
Why do you make it so complicated when it is a very simple request?
In former times you had to learn that when educated to a qualified job as a typesetter. So little work and exertion for your brain might be bearable for you… 
This IS a very simple request, so why is it so hard to find where to format the margins? It used to be under Format → Page (which wasn’t obvious either, but at least it worked), but now I cannot find it literally anywhere in the header menu. I am able to find my way around word processing programs, but this one stumps me. So far I haven’t even found it when poking around on this page (not done yet, but it shouldn’t be this laborious). If you know the answer, please share.
It is in Format - Page style. Not so different, cheers, Al
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Not that simple because you’re using LO Writer to modify a .doc(x) document. This document needs first to be converted into LO internal format before being processed. This is where things become complicated.
If your document structure is quite straightforward and editing history is not too “erratic”, the Writer version is roughly equivalent to the Word one. Playing with Format>Page Style will do the job.
But if your document allready had several round trips between DOCX and ODF or you have used sections in Word, Writer will have created practicall one page style per page to try and mimic at best the Word appearance. Then, changing the margins becomes a nightmare because you must do it manually on every page.
To avoid problems, always work in native format in any applications. In this case, save .odt with Writer.