If you are working in Word 2007 or 2010, things are a little bit different. Microsoft has removed the internal link from Word to Microsoft Script Editor in these versions. Instead, you will need to add a Web Page Preview button to the QAT (Quick Access Toolbar).
To do so, click the dropdown arrow beside the QAT and select More Commands. The Word Options dialog will open. In the Choose Commands From box, select Commands Not in the Ribbon. Select Web Page Preview from the list of commands, and then click the Add button.
When you use Web Page Preview, the document will open in your default web browser. You will then need to use your browser’s method of viewing HTML code, rather than viewing it directly in Word. If you are using Internet Explorer or Firefox, click View on the toolbar, and then click Source.

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An additional window opens containing the html code of your Word document.