If you are using PP 207 you have to have the Office Symbol in the upper left corner, where you go to save, print, etc

Open your PowerPoint presentation. Select File or the windows button -> Save As -> other formats. A window will pop open. There is a drop down list -- select JPEG File Interchange Format and then save.

Open your Word document. Select Insert Picture. Go to the directory where the PowerPoints were saved. They should of all been saved in a folder. Select the first one then, scroll to the bottom of the list, hold shift and then left click to select all of the files. Press Insert.