Sub Documents

Master Document

Insert File

This will not insert headers and footers
How are styles handled - duplicates / clashes / character styles

Insert > File

If you want to merge two complete documents together then select (Insert > File).
Word will display a warning if there are differences in the files that are not officially tracked changes

Merge Documents - Tracked Changes Only

If you do merge two documents with differences which have not been tracked as "official tracked changes" then the resulting document will not include any of these changes.
For more information about merging documents that contain tracked changes, please refer to the Merging Documents with Tracked Changes page.