Word can create documents of hundreds - even thousands -  of pages, so your
20 page epistle should be child's play. Nor do you need section breaks to
separate the individual headed items.

Copy and paste each document into a new document, delete any section breaks
and format it as a single document.

20 pages is a short Word document.

Use heading styles for your headings. Use a StyleRef field in the header
referring to your "section" heading style so that it will change as your
topics change.

Save your first part as a separate document. Use Ctrl-End to move to the end
of the document.
Open each other part in turn, copy the contents and paste them into the end
of your new document. Use Ctrl-End to go to the end. Repeat as necessary.

Chances are you'll have to reformat some text unless you did a good job
using styles to start with for your formatting.

See: http://addbalance.com/usersguide/basic_formatting.htm and
http://addbalance.com/usersguide/styles.htm and
http://addbalance.com/usersguide/sections.htm (for more info on
headers/footers).

I split it up into sections with headings....each section is a different
document and now I cant work out how to join these up so that my numbered
footnotes ascend from 1 upwards, as on each section/document they start from
one.