From the Insert Reference To dropdown, choose Page Number—you want to display the page the bookmarked text is on, not the bookmarked text.

In the Insert reference to list, you can select how you want to display the reference, for instance, Entire caption, Only label and number, Only caption text, Page number, and Above or below.

You can insert a footnote or endnote in Word from the References tab of the ribbon. Both serve as supplemental information to your document.

You can add page numbers in Word to the header or footer sections of a document using the page numbers option in the Insert menu.

From bibliographies to footnotes and beyond, here's everything you need to know to use Microsoft Word's works cited tools.