Once you have created the files on your home PC, then you have to transfer them from your PC to the webserver where your web site will reside. So the HTML files that you made with Word will be the ones to transfer.
Your Windows box has "ftp" built into it, however for the uninitiated, running ftp from the command line is not recommended. You need to pick up a nice friendly graphical interface for ftp like WSftp or cuteftp. Once you have one of those programs installed, you then need to configure it with the web server host info, username and password. Your web space provider should be able to tell you what to configure your ftp client s/w with.
Sometimes they will allow you to email the HTML files to them and they'll upload them to the server. It's easier and quicker to do it yourself.
That's really all there is to it.
Tim