There's a slim chance with one or more 3rd party Xtras that it could be done
with Director - not sure if it's worth the difficulty, though.... the specific
Xtra I'm thinking about is the Hook Xtra by Valentin Schmidt... you can google
his name and find the Xtra that way. But, by the way you've posed the question
I would be more concerned with your programming skill level as this would be no
easy task, to say the least.

Personally, I would take a simpler route - the one everyone else takes, by
capturing screenshots or the screen as a video and doing it that way... you
could even do screen captures of the actual lessons using MS Word and use
Director's timeline, markers or even cue points built into the video to jump to
the correct parts of the video/screen captures and include interactive
components where needed to make it feel to the user like they're actually
working with MS Word.