It can be done, but the tabs won't print to the edge (full bleed) unless you
have a printer capable of doing that. Here's one way to do it:

1. View | Header and Footer.

2. Insert a one-column borderless table with as many rows as you need tabs.
If this is Word 2000 or above, you can wrap the table; if it's an earlier
version, you'll need to put it in a text box or frame.

3. Drag the table to the edge of the page. Set the row height to the desired
depth for the tabs. Set the column width just wide enough for the required
text (you'll probably want to rotate it, so the column can be quite narrow).

4. You'll need to change this header in each section (if you haven't already
inserted section breaks, you'll have to do that now), so you'll need to
unlink the sections.

5. In each section, insert text in the appropriate table cell. You'll
probably want to shade the cell and reverse the text.

--
Suzanne S. Barnhill
Microsoft MVP (Word)