A family of Microsoft word processing software products for creating web, email, and print documents.
See http://pubs.logicalexpressions.com/Pub0009/LPMArticle.asp?ID=148[Creating a Table of Contents Spanning Multiple Documents by Jonathan West, MVP](https://web.archive.org/web/20130917135242/http:/pubs.logicalexpressions.com/Pub0009/LPMArticle.asp?ID=148).
https://web.archive.org/web/20130917135242/http:/pubs.logicalexpressions.com/Pub0009/LPMArticle.asp?ID=148
See also Allen Wyatt's article https://wordribbon.tips.net/T011572_Automatic_Page_Numbers_across_Multiple_Documents which has a macro that updates the formatted page number in each of the component documents.
In answer to your specific question, each document refers back to the previous document, not to the first document.
For documents after the first you insert the field shown in #5 instead of the PAGE field in #1, hide that field and bookmark it for reference in the next document. Note that you'll have to sequentially update fields in your documents before you print or prepare a Table of Contents.