You will lose graphic quality by copying it that way. The number of pixels you get will vary (resampling) with the physical size of the image and Word does not do a good job at resampling graphics.
The way to get the graphics out of Word at the original/maximum quality is to extract them directly from the ZIP file. See the instructions in the section titled
Extracting all images by changing the file to a zip format in this page
How to Extract All Pictures from a Microsoft Word Document (or Just One or Two)