In the case by case way, you need to click on "insert" then "symbol." Then click on the "special characters tab." The § symbol will be located in the list window. Click "insert" and you're done. Check out these illustrations!
But perhaps you don't want to do this every time you need the section symbol. If that's the case, you can copy and paste the symbol every time you need it or you can create a macro for it.
To create a macro, go back to the symbol popup screen and click "shortcut key." In the next window, figure out what combination of keys you'd like to press to make the section symbol appear. I've chosen "alt-S." Click "assign" and you're all done.
Works for the paragraph symbol (¶), too!