Bibliographies are stored as xml in a well documented format. Under "Manage
Sources" there is a "Browse..." button. With it, you can select any
bibliography file which contains the correctly formatted data.
How you create that bibliography file is up to you. You might want to take a
look at bibutils (
http://www.scripps.edu/~cdputnam/software/bibutils/). The
programs on that page allow you to convert bibliographies in a number of
common formats (bibtex, endnote, RIS, ...) to MODS after which you can
convert the MODS format to the Word format (bib2wordxml).
But keep in mind that converting data from one format to another is not
always a simple 1-on-1 operation. Sometimes there might be loss of
precision.
Yves