A family of Microsoft word processing software products for creating web, email, and print documents.
Files whose names start with ~wrl are a type of temporary files which are used by Word when you have the docx (or doc) document open for editing. These files are usually deleted when you close your document and exit Word.
Which specific version of Word (Office) do you have? Note that if you have a free version (Word on the web), you won't be able to save files locally at all. Your Office files will be in the OneDrive cloud.