A direct gdoc to docx conversion is not possible, but you can of course use the link to access the document and export it to one of the available formats.
When you open your .gdoc link in Google Drive to access the Google Docs document, you can download the file in Word's DOCX format using the File ► Download as function in the upper menu.
However, this requires that are on-line and have access to the Google account on which the documents are located. You cannot just take any random .gdoc file and convert it to .docx files, because .gdoc files are just links to the documents and not the documents itself.