A Document Map gives you a bird's eye view of your headings (one of the good reasons for using styles...).  For long documents, this can be invaluable, since you can immediately jump from section to section.

To get into Document View. click on the DocMap tool:

If you have used styles wisely, Word will have no trouble in presenting you with an outline of your document.  If you have NOT used styles, all is not lost, since Word will search for paragraphs which ‘look' like headings, and attempt to ‘construct' a Document Map for you.

This is what it might look like.

You can expand or collapse the view of headings that contain subheadings in much the same way as you can do so in Explorer.  A single click on any heading jumps you to that position in the document itself.

Finally, you can determine how many levels of heading your Document Map displays.  Right-click within the document map, and select from the list the deepest level to display.