Even though Microsoft Office Word does not have standard helper classes in Dynamics AX like Excel does, Word documents can be created using very similar procedures by calling COM objects directly. A good example of how to create Word (also PowerPoint and Visio) documents from scratch is the Task Records tool, which is a part of the Dynamics AX 2009 application (for older versions of Dynamics AX, it can be installed separately). The tool can be started from the Tools menu, and it can record a list of user actions to a Word document. The main document creation code is located in the SysTaskRecorderDocStandardWord class, and it is worth looking at the class to understand how Word documents can be created.
Another good place to start with Word documents in Dynamics AX is the standard Document handling feature. It allows building documents like a letter or fax from attached templates for any record in the system. But the usage of standard Document handling...