The ITP support for Microsoft Word stores paragraph layout information on the paragraph end (symbol-¶) (as does Microsoft Word itself). For example, the paragraph style is stored at the end of the paragraph (on the ¶-symbol).
It is possible to insert line breaks in a paragraph by using shift-enter. These will be displayed by an arrow-like-symbol. It is recommended to use line breaks instead of paragraph breaks as much as possible (when you are not actually changing to a new paragraph with a new paragraph style).
You can display all these layout-symbols by activating the ¶ toolbar icon.