You should try doing this :
Use a loop for your specified collection
Inside your loop use Object MS Word VBO and Action Type Text.
In text field use the columns of your collection that you want to write to the word file (Example [Collection.Column1]&"-----"&[Collection.Column2])
Use Object MS Word VBO and Action Save As to save your file
Finally use Object MS Word VBO and Action Exit
Use Object MS Word VBO and Action Show for your files when you want to write some values (in your case Word)
Check the solution below: