A family of Microsoft word processing software products for creating web, email, and print documents.
Answering your second question first: No, there is no automated way to have the bottom row automatically reflect continued to....
As to your first question. The best method I've seen involves putting the word "(Cont.)" in your first header row. Then, outside the table, or in the second (non-header) row of the table, insert a floating borderless textbox that floats over the word (Cont.) in the first row. When the table breaks across pages, the top header row will be repeated with the (Cont.) marking and without the masking textbox. This is still a bit of a kludge, but it does work.
This is discussed in my chapter on Tables. How to have the word "Continued" in the header row of multipage tables on continuation pages but not on the first page.