Somebody already created an app for that: https://appstore.home.mendix.com/link/app/111539/First-Consulting/Word-Exporter
And there are more modules in the appstore. The one above is totally free. This one: https://appstore.home.mendix.com/link/app/109927/Daywize/TemplaterForMendix has some modest costs but you can then even place Mendix data into all kinds of (office) documents. Depends a bit on what your needs are.