I expressed myself poorly.

The correct steps are as follows:

1. In Word, bring up the “Symbol” dialog.
2. Locate, select, then paste the character that you want into the document window.
3. Close the “Symbol” dialog.
4. Select the pasted character in the document window (leave any paragraph mark out), and copy it to the Windows clipboard (Ctrl+C).
5. Press Ctrl+H, and type “Alt+9633” into the Find box.
6. Type “^c” (without the quote marks) into the Replace With box. Leave ^c AS IS within the Replace With box.
7. Do your replacements.

With ^c in the Replace With box, Word will automatically substitute any “Alt+9633” character it finds with the current clipboard contents, i.e. with the desired Wingdings 2 symbol.