A family of Microsoft word processing software products for creating web, email, and print documents.
Margins are a section property. In order to have different margins, the page will have to be a separate section. When you select "This point forward," Word inserts a section break for you.
Often you don't actually need different margins (and hence a separate section) for a single page. If it's the side margins you need to change, you can accomplish this with paragraph indents (positive or negative). To increase top and bottom margins, you can add empty paragraphs. But of course if you need to make the top and/or bottom margin smaller, then you will need a separate section.