If you put this macro into your Excel workbook then it will create the Word document for you. Note that you need to add a Reference to the Word Object Library
Code:
Sub SendDataToWord()
Dim appWord As Word.Application 'need reference to Microsoft Word x.x Object Library
Dim docWord As Word.Document, rngDoc As Word.Range
Dim paraWord As Word.Paragraph
Dim rng As Excel.Range
Dim i As Integer
Set rng = ActiveSheet.UsedRange
Set appWord = New Word.Application 'Create new instance of Word:
appWord.Visible = True 'make the Word window visible:
Set docWord = appWord.Documents.Add 'add a new word document:
For i = 2 To rng.Rows.Count
Set rngDoc = docWord.Content
rngDoc.InsertParagraphAfter
rngDoc.Collapse Direction:=wdCollapseEnd
rngDoc.Text = rng.Cells(i, 1) & vbCr
rngDoc.InsertAfter rng.Cells(i, 2)
rngDoc.Style = "Normal"
rngDoc.Paragraphs(1).Range.Style = "Heading 2"
rngDoc.Collapse Direction:=wdCollapseEnd
docWord.Endnotes.Add Range:=rngDoc, Text:=rng.Cells(i, 3).Text
Next
End Sub