You can change the paper size for all of the pages in your document. You can also specify the printer tray to use for the first and also subsequent pages of your Word document--if you want to use a heavier paper stock for your document title page, for example. Or maybe you want to use colored paper for your title page and white paper for the remainder of your document. Navigate to the Paper options from the Page Layout ribbon > Margins > Custom margins > Paper tab.
Choose a paper size and paper source
In the Page Setup, Paper tab:
In the Paper size box, to choose from the many commonly-used printer paper and envelope sizes, click the Paper size drop-down and make a selection.
To adjust your working paper size, choose Custom size at the bottom of the drop-down...
...then enter the Width and Height you want.
Note: If you select a standard paper size, and then make adjustments to the width or height, the Paper size field will automatically change to "Custom size."
Choose a paper source for your document's first page, and then for all subsequent pages. These options are populated based on your printer driver and may be different from the illustration above. Many printer drivers include these similar sounding, but different, settings:
Default tray (Automatically select) is the tray selected as the default on your printer.
Automatically Select chooses the tray that is named "Automatically Select" on your printer.
Auto tells the printer to select the tray based on the paper size and availability--so that if the first appropriate tray is empty, the printer will select the second tray with the same sized paper.
Some other possible Paper source options are Manual feed, Tray 1, Tray 2..., Upper tray, Lower Tray, and so on.
Note: If you are confused about which Paper source selection to make, refer to your printer's manual.