If you didn't do OCR during the scan, you can't do anything with it in
Word -- it's just a graphics file.
If you did, then it's some sort of text file and Word can open it.
If you just mean you can't find what HP did with the file, it turns
out it invents a folder called "My Scans" inside "My Documents," and
if you didn't discover the annoying way to name a file out of the
scanner, then it's filed by date and serial number (and if you managed
to make it do all five pages in a single file, the pages are in
reverse order). (HP makes pretty good hardware but they don't quite
seem to have thought through how people would actually like to _use_
the hardware.)