That is because the Customize Ribbon tools were added with Word 2010.

You can do it the hard (but much more powerful way) with XML editing of the Ribbon.

• Customize the Ribbon (It doesn't take rocket science) by Greg Maxey
• RibbonX: Customizing the Office Ribbon by Robert Martin, Ken Puls, and Teresa Hennig
• Modifying the Quick Access Toolbar (QAT) in Microsoft Word

IMO, Word 2007 should never have been released. Even though I bought it, I never used it. It is now out of its support cycle. That does not mean you can't use it. It works as well as ever. Just sayin'. Word 2010 is a far superior product as is Word 2003.