Mathematica's documentation center is made up of notebooks. So if you are looking to save part of the documentation, you are essentially looking to save a notebook.
If I understand you correctly, you are asking how you can save a Mathematica notebook into Microsoft's doc format or a similar file type. Is this correct? If you navigate to File > Save you can see that there are some text formats available, but ".doc" is not available.
Are you looking to paste equations or something specific from the documentation into a Word document? You can save images in Mathematica by right clicking them and selecting save. Most reasonable file formats like JPEG will work in Microsoft Word.
