A family of Microsoft word processing software products for creating web, email, and print documents.
Apparently you haven't looked in macOS Help 🙂 Most file management on a Mac is handled in Finder. In Finder go to Help> macOS Help in the mainu bar the type delete files into the Search field. The first topic listed provides almost everything you need to know:
Abridged version: Make sure the file is closed. Select it in Finder then press Command+delete & confirm. Or drag the file to the Trash. Or right+click the file & select the Move to Trash command. When using Word [as well as most other programs] you can use the keyboard shortcut or the right-click method in a File> Open dialog window.