Sub Demo()
'Note: A Reference to the Word Object Model is required.
Application.ScreenUpdating = False
Dim i As Long
Dim wdApp As Word.Application
Set wdApp = Word.Application
wdApp.Visible = False
Dim wdDoc As Word.Document
'Open the source document
Set wdDoc = wdApp.Documents.Open(Filename:="C:\Users\" & Environ("UserName") & "\Documents\MyFile.docx", _
  AddToRecentFiles:=False, Visible:=False)
With ActiveSheet
  For i = 2 To .Cells.SpecialCells(xlCellTypeLastCell).Row
    Application.StatusBar = "Creating document " & i
    'Save a copy of the document with the new filename
    wdDoc.SaveAs2 Filename:=.Cells(i, 1).Value, FileFormat:=wdFormatXMLDocument, AddToRecentFiles:=False
 Next
End With
'Close the document
wdDoc.Close SaveChanges:=False
'Close Word
wdApp.Quit
Set wdDoc = Nothing: Set wdApp = Nothing
Application.StatusBar = "Done!!"
Application.ScreenUpdating = True
End Sub