For a list of keyboard shortcuts in Word for Mac, see.
I want my footnotes to stay on the same page. If you choose the latter option, Word places your footnotes immediately after the main body of text instead of at the bottom of the page. Open the dropdown menu to the right of that option and you can change your footnote location to either the bottom of the page or below the text.
If your documents contain footnotes or endnotes, you will have run into the concept of separators, which are the short (or long) lines Word inserts between your body text and the footnotes at the bottom of the page or the endnotes at the end of the document or section.