Already said, but to condense the essential info, pitfalls and all:
Background
Microsoft Word being the de facto “industry standard”, most wordprocessing advice out there is in Word terms. Some info is transferrable, and some things are radically different in Writer.
Sections
A Word section is a separator placeholder within the text body. Various kinds of separation, or “breaks”, may be applied to the section.
A Writer section is a part of your document; a kind of content grouping with a beginning and an end. Some formatting (columns) and linking (connect content between documents) may be applied to sections.
Page layout
Writer uses page styles exclusively to govern page formatting/layout. This is an added abstraction (aka. “less intuitive”), but allows for page setup to be easily reused in multiple places of your document.
Word uses a kind of “in place” page formatting. A page inherits formatting from previous page. To break this inheritance, you insert a section and select a relevant option to break inheritance.
Summary
The approach to governing page layout, and the notion of “section”, are fundamentally different between Word and Writer. The basic operations may appear similar, but when you need to work with consistently different page layouts in multiple parts of your document, the differences are significant.
Also, as the underlying file structure that builds up your document is different in the two apps, switching back and forth between the apps in the layout process is a certain way to make a mess. Stick to one of them, using the other for preview if you must.
So, generally speaking …