If you'd like to work on different parts of the same document, you can click "View" - "New Window" or "Split". New Window - well, it's quite obvious. "Split" means the 2 windows will be stacked.
Repeat for as many documents as you like. Note that it is still 1 document - edits you do in 1 window will be transferred to all windows.
On older versions of Word the new window command is under the 'window' menu.
Another way is to: Open the document. Then click File, then Recent, right click on the open document, then Open a Copy. Same document in two separate windows - done.