Having inserted a bibliography at the end of a Word 2016 document, I want to convert it to static text.
However, when I click on the "convert to static text" nothing appears to happen - does anybody know how to work this?

It is a field. You can unlink it or lock it.
Unlink = Ctrl+6 or Ctrl+Shift+F9

More about Fields.

Unless you have Word configured to show field shading, you shouldn't expect to see a change. The BLIBLIOGRAPHY field inside the bibliography container will, however, have been converted to static text.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]