Don't even attempt to do that job in Word!

You can't rotate Word's text boxes to any angles except plus or minus 90
degrees. You can rotate WordArt, but it's a pain to work with because it's
"artsy". There are various workarounds that involve external programs (see
http://www.gmayor.com/rotate_text.htm), but if it's more than one or two
bits of text you're better off doing the whole job in a different program.
When you're done, if a Word document is really "required", save the map as a
graphic file and paste it into a Word document.

Try Publisher.