Use shading to emphasize text. These examples give an idea.
Make a heading stand out.
Use a quotation style and apply a shading background and border to it.
Set off a list.
Experiment with colors and styles, and preview the effects. The preview is particularly helpful in this case because you want the shading to complement, not overpower, any text it sits behind.
You find shading options in the same place as border options: Start on the Page Layout tab, and click Page Borders.