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Page numbering for a thesis or dissertation generally requires the use of both Roman numerals (e.g. i, ii, iii) and Arabic numerals (e.g. 1, 2, 3).

The key to doing this is entering a section break where page number formatting will change, and making sure that the Link to Previous option is disabled on the pages after the section break. Then it's just a matter of formatting the page numbers appropriately in each section.
 

For a basic set of instructions on how to do this, see this section of Microsoft Word's support page for adding different page numbers or number formats to different sections.

For a more in-depth, visual breakdown of how to do this, see this guide from The Michael Schwartz Library at Cleveland State University.