Hi Jacek,
The .REG modification by Keith Miller should do the trick for you. Open Notepad and copy these lines to it.
Windows Registry Editor Version 5.00
[HKEY_CLASSES_ROOT\Word.Document.8\shell\Open File Location]
@="&Open File Location"
[HKEY_CLASSES_ROOT\Word.Document.8\shell\Open File Location\command]
@=""explorer.exe" /select,"%1""
[HKEY_CLASSES_ROOT\Word.Document.12\shell\Open File Location]
@="&Open File Location"
[HKEY_CLASSES_ROOT\Word.Document.12\shell\Open File Location\command]
@=""explorer.exe" /select,"%1""
Save the file with .reg extension ("openlocation.reg")
Double-click to run the REG file.
You should see the "Open File Location" option in the Jumplist for Word.