I assumed that the icon could be produced by some means other than conditional formatting, but since I wasn't even aware of icon sets before that's just an assumption. Let's see what I can find out by searching in the Help files.... Well, it looks like those icons are related only to conditional formatting; I probably can't create one of those icons just as a value in the cell, in other words. I didn't expect that, but I think it means you can't get the table into Word.

A possible workaround: You can take a screen shot of the important part of the worksheet and paste it into Word as a graphic. Not what you wanted, I know, but maybe it could be good enough in a pinch. Maybe someone else can come up with a better idea, but I'm out of good ones myself—sorry.