When we're in conversation with somebody, or listening to an oral presentation, we're provided with a running commentary on how to understand what is being said by the speaker's tone of voice or their body language. A reader is cut off from all such signals, and unless you take care to provide plenty of explicit indications in your writing about how one part of your argument relates to another, will quickly become disorientated.
One source of these cues is the structure of your writing, particularly the introduction and, to a lesser extent, the conclusion, which perform a framing function for your argument, allowing your reader to place what you're saying in a context, and thus understand its bearing by answering the so what? question. But it's a waste of time doing the work to provide this context and then allowing your reader to forget about it - readers have fairly short memories and will simply be puzzled if your argument refers back to something you said more than about three pages previously, so you need to keep this context in your reader's mind by regular signposting.
Dividing your essay into three or four separate sections is one way to achieve this, but an arbitrary break in the text accompanied by a subheading won't be enough. What you need is to begin the new section with an introductory paragraph which will place what is to follow in the context of the introduction, and relate it to the previous section. Even if you don't use subheadings, it is often useful to think about your essay as consisting of a number of "invisible sections" of about 500 words, whose beginning is signalled by these introductory paragraphs.
Another important source of orientation for your readers is the organization of sentences within your paragraphs. Your writing needs to distinguish the sentence which sets out the paragraph's main point from those which contain supporting or illustrating material, and this can be done through the use of connecting words.