You can import Microsoft Visio diagrams (.vsdx) to Microsoft Word and save it to a new or already existing document (.docx, .doc). This can be done with the Insert Object function found in MS Word. Some users report that the file size of the resulting document may be expanded greatly, so always be sure what are you importing to your documents.
Except for that, some 3rd party tools may also be able to convert vsdx to docx, but this is usually only purely based on the fact that they can import Visio files and export Word files.