If you are looking for a way to produce Shanda Bambook ebooks from MS Word documents (.doc, .docx), you have to use some ebook converter or management program like Calibre that allows for this particular docx to snb conversion.
Another possibility would be when you are trying to import notes from Microsoft Word to S Note app. it does not support DOC nor DOCX formats, but does support PDF. You would have to first convert DOC to PDF and import that to S Note.
Launch S Notes app and go to Recent Notes ► Menu button ► Import ► My Files and either select S Notes or PDF. That should import your *.snb notes to S Notes.