As has already been suggested several times, you have to use some type of screen capture utility to convert the Word document to a graphic format. You cannot burn a Word document directly, as text, to a DVD and have the player recognize it.
There are literally hundreds of screen capture programs available. I know. I've looked for one that performs a specific function. It's just a matter of trial and error until you find one that works for you. If the document is lengthy, you may need to look for a program that takes screen shots of entire files in applications that includes a scrolling feature.