To change the format, click "Insert," "Page Number" and then "Format Page Numbers." You can then choose the Roman numerals option from the Number Format drop-down menu.

Because you want the introduction's page numbering to be capitalized Roman numerals, expand the "Page Number" drop-down menu again, but this time, click "Format Page Numbers." ...

To change formatting and style, such as if you want to display Roman numerals versus Arabic ones, click "Page Number and Date Format." ...