Did you look on the file menu?  What version of Word are you using?

I use Word 2000.  On that you have 2 options:

1) Right click on the toolbars and select EDIT PICTURE which will bring up
the EDIT PICTURE toolbar -- which has the CLOSE option

or

2)  Click on FILE and at the top of the menu is the option to Close and
return to your document.

If you are using a newer version of Word (especially 2007) -- it might be
very different.

Kathryn Groves
MOUS certified in Office 2000