The perceived wisdom is that Word requires a normal template in order to work. In a Windows operating system this template is stored in the folder defined at File > Options > Advanced > File Locations > User Templates Folder, which by default is the folder in my previous reply.
When that template is missing from that location, Word will create a new one, and in theory at least, with the default settings, it should automatically save that template on closing Word as Normal.dotm.
Automatic closure is not such a good idea. It is better to set the option to prompt to save the normal template. This way you get feedback about what you are saving and thus only save stuff you want to keep.
If, with the option set, Word does not save the template, then the implication is that something is preventing that save. Third party software, such as over-zealous AV software and add-ins are the usual suspects.
Ensure that you don't have the Send to Bluetooth add-in present (as that one often screws things up) and check your AV software with respect to its Office file handling.
Graham Mayor - MS MVP (Word)
www.gmayor.com