If you just need the data from a single table or existing Access query,
perhaps with some simple sorting and filtering, then typically you do not
need to go via MS Query - instead, in the Open Data Source dialog box, check
"Select method", then chose the Access via ODBC option when prompted. Then
you may need to click the options button in the dialog box that appears and
check all the options to see all the tables and queries.

If you need to define your own query, it may be easier to do it in MS Access
then connect to that query using the above method. As Cindy mentioned, there
is a problem with Word + MS Query if the Query is long - sure, MS Query
itself can get the data and return it, but Word actually tries to get the
data directly itself, and may not be able to do so if it has truncated the
SQL query text. Also, there can be problems with the connection string that
MS Query returns - it can be easier to use Word VBA to specify the data
source name, connection string, and query (I can provide more info about
this if you need it).

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Peter Jamieson - Word MVP