Start Trainz. In Trainz, press the Print Screen key. This will put the shot into your Screenshot folder (usually as TGA file). Open Paint, import the TGA file and Save As a JPG file.
Open Word and use the Insert File Menu item along the top Menu bar. Choose the JPG file you just made and import it into Word. You can resize it either in Word, or in Paint (or any other photo processing software you desire) before importing it into Word.
NOTE: You can skip the Paint conversion if you have any picture format conversion software than can do the job. I am not sure if Word will accept a TGA file. If it does, then use that. I don't use Word at all because I use Open Office Writer.
Bill