Word has a lousy help system that only works if you happen to know the
name it has picked for what you're looking for. In this case, "keep
two words together" probably would not have worked at all (though "non-
breaking space" presumably would have).

A "help" system is no substitute for a printed manual with a table of
contents and an index whose pages you can quickly riffle through to
narrow down your topic area and discover the needed keyword -- as well
as immediately and not so immediately related information. (The people
who set up "help" systems can't possibly anticipate all the forms a
question may take or all the cross references that might be useful.)

It was the discontinuation of including a manual with Word (and with
most other big applications?) that caused the huge aftermarket manual
industry to burgeon.

(What's that identification that appears in your .sig?)