It is called Mail Merge and works in all versions of Word since Word 97 at least. I recall using it in Word 3.

Once you've attached your database to your document, you use the "find recipient" button to find your data record. It populates the fields in your document (which you inserted as merge fields) automatically.

Once you have this done, under the Start Merge button you select Normal Word document so that future changes to the database will not change this document.

You start with a Template that holds your merge fields in appropriate places. Have it attached to your database and save it. When you create a new document from the template it will ask if you want this connection to continue. Then under the mailings tab you use the find recipient command.