How do you add a page number from java without using any third party library in a document and which can be treated as a new page in MS Word? Can Java create/manipulate an MS Document?
Not without any third party libraries - unless you want to implement the file handling in your own code, of course... there's no built-in handling for Word documents.
You might be able to do something with Word 2007 documents which are basically zip files of XML files, but you'd still need to understand the format in a fair amount of detail. It would be a lot simpler to use a third party library rather than reinventing the wheel.