There are two different kinds of breaks that you can have in your document.  A normal page break (Insert Ribbon | Page Break from the Pages Group), it will give you a break on the page and move to the next page.  Any formatting that you do will apply to the entire document

A Section Break (Layout Ribbon | Breaks | Section Break (next page)) will allow you to break your document up into sections where any formatting that you do will be applied to that section only. 

When you apply Section Breaks you can do the following: