If you open a PDF from within Word (Word's Open dialog), then it will open in Word. If you are double-clicking a PDF file in Windows Explorer and it is opening in Word, then you need to change the file association for the .pdf file type. Instead of double-clicking on the file, right-click on it and choose Open with from the shortcut menu. You'll get a choice of apps, but don't click on any of them. Instead, click on Choose another app.
Choose the appropriate program, check the box for "Always use this app to open .pdf files," and click OK.