I'd like to add to the original question, if I may.
I noticed that, when opening an ePub that I converted with calibre, it opens broken down into individual files corresponding to each chapter, so I guess it was split whenever there was an H2 tag.
However, when I save the original HTM (filtered) file in Word and then open in Sigil for editing, I get only one file.
Does this matter in any way? Can I just leave it as one file? (I haven't added the cover yet)