In order to show the file path in the footer, follow these steps (it works in exactly the same way for header)
Insert - Footer (blank will do for now)
On the Design tab (you will be automatically redirected to this, click quick parts > field
Under 'Field Names' (on the left) scroll down to File Name. Format this as you wish, but
make sure you check the box with 'add path to filename'
Now, the end result should look like this (if you have done all the steps correctly.)
NOTE: the file name will obviously not show up if you are still using a 'document1' and have not saved it yet, seeing as there is no file path to display. Also, should the file path change (ie. you move the document) Word will not update itself. You have to highlight the field you created, r-click and press 'update field'