A page break starts a new page. A section break starts a new section.
Your next question is: WHAT IS A SECTION? (But do stop SHOUTING, there's a good fellow.)
A section break is just a logical break in the document; you'll normally use it for significant style changes, if for example on page needed to have completely different margins. You MUST use section breaks if you want different headers/footers on different pages. Each section can have a different header and footer from every other section.