It depends...
If I were doing this, I would first zoom the pdf so the image has as much of your screen as possible, then do the screen capture and edit it in an image editing application. In that application, size it to the size you want in your Word document. Then import it.

I use SnagIt for my screen captures. It includes a good editor. A free trial is available for download. A good free program for editing/conversion is Irfanview.

The more conversions something goes through, the more distortion you get. With Word 2013 you might also try opening the pdf directly from within Word.