To insert a citation, you need to first add the source reference (e.g. for Hamlet) to Word, via References|Manage Sources>New, supplying all the relevant details. Having added the source, it will automatically appear in the Bibliography if you add one (References|Bibliography). Similarly, if you want to refer to something William Shakespeare said, you'd use References|Insert Citation for that, editing the citation (by right-clicking on it) to remove the author name and add the page #s. FWIW, I have >850 sources stored in Word.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]