Actually, I think glossaries normally *don't* have page numbers, they are
just a list of words and the definitions. Do you mean an Index, which
usually lists a bunch of names and/or important terms, followed by the page
numbers they were discussed on?
If you mean an Index, Word will generate one, the settings are under Insert
| Index and Tables. But first you will have to tell Word what terms/names
should be included in the index, which can be a little complicated. Start
with Help on "create an Index" and see also:
http://www.word.mvps.org/faqs/numbering/Createindex.htm
If you really mean a glossary, you will have to type it yourself.
DM