Before I discovered the Document Map in Word I used the Hyperlink and Bookmark functions to carefully mark the beginnings of scenes. I made an elaborate index (with tiny scene descriptions) at the beginning of my document that made it so I could jump from there to anywhere in my story. It was a tedious process that more than made up for itself when editing time rolled around. Then I learned that I could have avoided all that work and just used a Document Map to do the same thing.
Why do you need a Document Map or an index? Imagine you are writing along on page 345, suddenly you realize that in chapter 4 your main character said something to her husband you need to quote. With a document map you can just roll your mouse over to the Document Map, scroll up to the fourth chapter, click and be in the chapter you need. It will take two or three minutes to find that phrase. Then you can use the map to bring you right back to where you were writing. My elaborate indexing was comparably fast. Without it I could spend upwards of two hours combing through my manuscript looking for that phrase. You can see how this would help with editing.
Another instance of helpfulness is when you start writing. You can skip to wherever you would like to begin writing. No fuss, no muss. I will never write a novel without it willingly again.
FYI In the newer version of Word (anything after 2010) they call the Document Map a Navigation Pane. I have Word 2007 it still works great and its going to be a wrench when I have to upgrade.