Many people will create the dissertation as one file, including all chapters and special sections in one document. You can copy and paste an individual chapter into a separate document when your advisor wants you to send them a chapter for review.
Another option is to keep your chapters separate as you work on them. Before you submit the finished dissertation, you will combine all of the files into one large document (see steps below), and then use information in other parts of this Guide to generate your table of contents, lists of figures, tables and equations, and fix and problems with your page numbers. If this is the way you go, please be sure to do it well before your deadline, so you have time to make sure everything is correct throughout the document.
If needed, you can add a "Section Break (Next Page)" in between the inserted files so they start on a new page, but if you’ve built a page break into the Heading 1, you should get that automatically.
In rare cases, you may want to leave individual chapters as separate files (without ever combining them into one Word document), sometimes because combining your chapter files produces a file so massive that opening, editing, and saving it is prohibitively slow. This can happen if your chapters are especially large, filled with images/equations/figures, and your computer is older and slow. If this is the case, you will need to manually create the table of contents, list of figures, and so on, and will need to set the pagination for each document. Then you will save each document as a PDF and combine them all into one document with Adobe Acrobat.
Obviously, this has the potential to be a complicated and frustrating process, so it's to be avoided unless you really need to do it.