This is fairly straightforward using the Record Macro function. There are a few steps.
1. Create the two documents you referred to: file01.doc and file02.doc.
2. Open the document you are editing and the other two documents, so you have 3 windows open in Word.
3. With the editing document active, select a word you want to copy to file01.doc.


4. Go to Tools, Macros, Record Macro. (In newer versions of Word with the ribbon, you will need to make sure the Developer tab is showing (via Word Options), then choose Record Macro from the Developer tab.)
5. Give your macro a name with no spaces, e.g. Move_to_file01. Click OK.
6. A little recording icon will appear.
7. Use Edit, Copy or Ctrl + C to copy the selected word.
8. Use the Window menu to select file01.doc.
9. Use Edit, Paste or Ctrl + V to paste the word.
10. Hit Enter to move to a new line.
11. Use the Window menu to go back to your editing document.
12. Click the Stop button on the macro recording icon.
You have now created the first macro.

To assign it a keyboard shortcut:
1. Go to Tools, Customize and click on Keyboard.
2. Scroll down to Macros and select Move_to_file01.
3. Click in the "Press new shortcut key" box, and press Ctrl + D on your keyboard.
4. Click Assign, then OK.
You have now assigned the shortcut Ctrl + D to your macro.

Do the same for the other one.
Hope this works. It will vary depending on your version of Word but these are the basic steps.