All right, I've just found a solution myself. Here how it works for those who might be interested:

First, you have to open your document. Then go to 'Advanced find ...'. You should then choose the first tab (Find). In front of the 'Find what:' just press 'Ctrl + b'

Now you should see Format as 'Font: Bold, Complex Script Font: Bold'. OK, in the bottom of the window, you've got a key named 'Find In' which has got an arrow next to it. Click on the arrow. This would open a window beneath it which you should choose Main document.

You're ready to go. This would highlight all the bold words. Close the window and you can see the bold words highlighted. You may right click on one of them and press copy. Now go to your new document and paste all the bold words.

That's it.