Format | Columns and click on the preset picture for Three or choose 3 in
the spin box. Or drag three columns using the Columns flyout palette on the
Standard toolbar.
If you want the columns *just* on one page (the rest of the document to
remain in one column), select the text on the page first (it can be as
little as a single empty paragraph), and Word will take care of inserting
the necessary Continuous section breaks.