A family of Microsoft word processing software products for creating web, email, and print documents.
Open a new blank document, and insert into it a series of RD fields, one for each separate document section and containing the path\name of that section. (See http://office.microsoft.com/en-us/word-help/field-codes-rd-referenced-document-field-HP005186187.aspx for details and an example). Then you can insert TOC and INDEX fields -- either before or after the RD fields -- and they'll get their data from the referenced documents.
In each section you need to manually start the page numbering as it will appear in the final document, so the page numbers in the TOC and index will be correct.
It may not be necessary to join the sections into one document at all. The most troublesome part of keeping them separate is printing the full document. Even then, if there are just a handful of sections, that's not a big chore, and it gives you a chance to restock the paper drawer before it empties.
An alternative to the RD fields is to use INCLUDETEXT fields to pull the sections together without creating a single big file. A possible difficulty there is managing the headers and footers as the sections change, unless you rely exclusively on StyleRef fields or similar mechanisms.