The vast majority of printers used in the PC environment are incapable of
printing to the edge of the page. Those that can will allow you to do this.
Word is only capable of printing what the current printer driver will allow.
If you want a bleed off the edge of the page you would have to print to
larger paper (if the driver allows larger paper sizes) and crop it to the
required size.

The ability to print bleeds is a function of the printer, not Word. Very
few printers that you are likely to use with a PC can print bleeds.