Look at AutoCorrect Options.
Two tabs in that dialog: AutoCorrect, and Autoformat as you type.
You get to the dialog using File > Options > Proofing and click on the button for AutoCorrect Options.

• AutoFormat As You Type
• AutoFormat and AutoCorrect (Tame AutoFormat) by Suzanne Barnhill, MVP
• Exploiting AutoCorrect by Suzanne Barnhill, MVP