It is not immediately obvious how to do different header / footer for different Chapters in a long document.
The main control of this is by section breaks. For each section that requires a different header / footer you use a new section break.
In word 2013, go to “PAGE LAYOUT” and select “Breaks”. In the drop down list select Section Breaks -> Next Page
This inserts a section break and starts a new section on the next page. Other versions of word will be similar.
Create your header in the normal way by double clicking on the head of the Word document.
Once you have your section breaks set up, the next important step is to control the linking between headers in different sections. To do this you go into editing of the header by double clicking on it. In the menu bar you should see “Link to Previous”. If you are in the second section of a document, you click on this to unlink the header of the second section. You can then edit the header in the second section and that will allow you to have a different header in that second section.
You can now do other clever things such as different header / footer for odd / even pages and that is controlled from the header menu bar by ticking the appropriate tick boxes.