Have a separate file containing each section (i.e. chapter, supplement, appendix, whatever) that needs its own bibliography. You can edit these later if you need to; don't worry. This isn't all of my files, but I wanted to test it out first. Originally I assembled my thesis is one big file, so I had to split it apart into the subdocuments *groan*
Create a master document. It should have your front matter (e.g., title page, tables of contents, figures, tables, etc) plus anything else that doesn't need a bibliography (e.g. preface, acknowledgments). This master document should have all formatting set up, e.g. margins, header and footers. Although I'm sure you can edit it later.
I find it easier to do this stuff when I can see formatting marks, so I click the "paragraph" symbol.
Within the master document, insert multiple section breaks, with several paragraph breaks between them. U.Laval requires 1) that odd and even pages look different, and 2) that new sections start on an odd page. Therefore, I created multiple "odd page" section breaks like so:
You should now see any text from your front matter, plus a bunch of section breaks. I've blurred the text of my Preface to avoid distraction.
Click Show Document.
Browse for your next section (general introduction in my case), then Open.
Your subdocument should now be inserted. If you Close Outline View, you should see the text of the subdocument (e.g., General Introduction) within your master document.
What's more, Word somehow knows to update the table of contents, page numbers, etc with appropriate content from the subdocuments. Which is pretty awesome, if you ask me.
The really awesome part is that if you need to make revisions (haha, "if"), you don't need to find each file individually. You can use the master document to open each sub document. First click "Show Document" in the Outline View.
Then click the little icon to the left of the "+" sign. This will open up the original sub document file. Any changes you make (and then save) will be updated in the master document.
That's as far as I've gotten so far, but it seems like it should work for the remainder of my thesis. I'll edit with an update when I've finished, if I have any extra remarks to add.
Update: Well I discovered that it's perfectly fine (maybe even encouraged) to have a single reference section at the end of the thesis. That's even better. Although the subdocument approach looked promising, it was finicky and tricky. I got the impression that it would be easiest to insert chapters with the last one first, and work my way backwards.