Confusing the terms page and paper is pretty common. Simply put, the page is the content of your publication and the paper is the sheet of paper on which the page is printed.
Change the page size
Select the Page Design tab.
In the Page Setup group, select Size and click the icon that represents the page size that you want. For example, click Letter 8.5 x 11.
Tip: If you don’t see the size you want, either click More Preset Page Sizes or click Create New Page Size to create a custom page size. For more info about creating new custom page sizes, see the help topic about the Custom Page Size dialog box.
Changing the page size sets the size of your publication. For example, you can use this to select the size of the printed publication to print a poster that measures 22 inches by 34 inches when printed — regardless of whether your printer can handle a single large sheet of paper or if you will print the poster as a number of overlapping sheets of paper (called tiles). You can create publications as large as 240 inches by 240 inches.
Change the paper size
The printer you use determines the paper sizes you can print on. To check the range of paper sizes that your printer can print, look at the manual for your printer, or view the paper sizes that are currently set for your printer in the Settings section of the Print tab.
To print your publication on sheets of paper that match the page size, be sure that the page size and the paper size are the same. If you want to print your publication on a different size of paper — for example, to create a bleed or to print multiple pages on one sheet — change only the paper size.
Click File > Print.
In the Settings section, click the paper size drop-down and select a size from the Usable Paper Sizes.