Looks like a Word issue, not an Outlook issue.  Read Word's help on how
to add headers and footers to your document, and then check if sending
that document to e-mail will retain those headers and footers in your
message.  If that works then see what happens when you select Word as
the e-mail editor in Outlook to check if you have the same ability when
writing the Word document to add headers and footers.  You could also
ask in a newsgroup that deals with Word.