If any of the following is still a mystery, post back and point to what you
don't understand.

Sub AddParaToEachCell()
   Dim myTable As Table
   Dim myCell As Cell
   Dim myRange As Range

   For Each myTable In ActiveDocument.Tables
       For Each myCell In myTable.Range.Cells
           Set myRange = myCell.Range
           With myRange
               ' move the end of the range to
               ' the spot between the last
               ' character and the cell marker
               .MoveEnd wdCharacter, -1

               ' collapse the range to that spot
               .Collapse wdCollapseEnd

               ' insert a paragraph mark
               .Text = vbCr
           End With
       Next
   Next
End Sub