Atualmente, não há funcionalidade padrão para isso.
Há um pedido para isso - por favor, acesse este link & vote nele se quiser ver esse recurso implementado: link
Nesse meio tempo, parece haver alguns hacks (desagradáveis); veja o link a seguir para todos os detalhes, a primeira solução citada abaixo.
link
Portrait page number in Word 2007 Word 2007 essentially automates the
creation of a text box as described below. Here’s how:
Double-click in the header area to display the Header & Footer Tools
Design tab of the Ribbon. In the Header & Footer group, click Page
Number, then Page Margins. Note: This group and button are also
accessible from the Insert tab without accessing the header.
In the gallery, choose one of the Page X or Plain Number selections.
The “vertical” ones look tempting but in fact are rotated the wrong
direction, so you’re probably better off with the Plain Number. If you
want numbers at the top of the page, choose Right, or Left for numbers
at the bottom. You’ll probably need to reformat whichever number you
choose, removing a border or reducing the font size. Since the number
is in a text box, the Text Box Tools tab is available when you select
the number. In the Text group, use the Text Direction button to rotate
the number to the correct orientation. You may need to fine-tune the
size and placement of the text box. You can try to drag it where you
want it, or you can use Arrange | Position | More Layout Options to
specify the location precisely.