You may be able to get more info. from the general Mail merge related
articles at

http://www.mvps.org/word

and there are pointers to other articles there.

However, Mail merge in Word works in a rather different way from the
equivalent feature in WP and you may be looking for features which simply
don't exist in Word. Although my own experience of the WP merge feature is
old and very limited, if I remember correctly it had a much more complete
"language" that you could use in a merge document than Word's "fields".

Although you /may/ be able to do everything you need using Word's fields to
the full (e.g. usingf Alt-F9 to see them, ctrl-F9 to insert them, and using
IF fields and nesting) in this case you might be better off using Word VBA
to achieve what you need. Although I think that's a much bigger leap into
the unknown for most people, you may find all sorts of help at the
abovementioned site.

And we could try to take this a few steps further in here...

What data are you actually starting with, in what format?

What output do you need to end up with?

Which version of Word?

--
Peter Jamieson - Word MVP