Repeated table headings are visible only in print layout
view or when you print the document.

Select the heading row or rows. The selection must include
the first row of the table.
On the Table menu, click Heading Rows Repeat.
Note   Microsoft Word automatically repeats table headings
on new pages that result from automatic page breaks. Word
does not repeat a heading if you insert a manual page
break within a table.

Unfortunately, no, Word has nothing comparable to Freeze Panes (though I
often wish it did). I would be tempted to say that whenever you get involved
in a table wide enough to require this, you should be thinking about working
in Excel instead, especially since it would be rare to actually print such a
wide table from Word. As for *long* tables, you can, as kchriqui points out,
designate one or more rows at the top of the table as heading rows and they
will repeat on each page. Unfortunately, not only can you see the repeated
headings only in Print Layout view, you can't even see them there if your
zoom level doesn't display the entire page and you scroll down to a point on
the page where the headings are no longer visible.