MacXL04 has Page Layout mode, which shows exactly how the sheet will
print, and allows you to adjust margins, edit headers and footers, etc.,
directly in the sheet. Perhaps that will appear in a future WinXL
version.
I don't think the page numbers can be removed from that view. That view is
for print-oriented work. I trust you have worked in the normal view (View -
Normal). You still get the page break dashed lines if you've done a print
or a preview in normal view, so you can work with page awareness.