On the header and footer toolbar, there is an icon of an open book - 'Page Setup'. Click onto the icon and choose 'Different First Page'. This will allow you to have page one set up completely different to the rest of the document.
However, if you wanted different headers and footers throughout the document, you will have to enter Next Page Section Breaks [Insert, Break, Next Page], rather than normal Page Breaks, which allows you to format each page as you wish.
HTH
Louise