"Split a window" normally means looking at two different parts of the
same document simultaneously; you can only scroll the one your cursor
is in.
If you mean display two documents side by side, you do that (2003)
with Window > Compare Side by Side. When you've opened your second
document, they display side by side, and _somewhere_ on the screen
you'll find a tiny new toolbar with buttons for turning off or on (the
default setting is on) simultaneous scrolling. The tiny toolbar will
be in different places depending on which document you're in -- I
always move them to the same place, because it's annoying to have it
hopping it around as you switch between documents.