Hi,
controlling Word from VB is much the same as controlling Word
form Excel or Controlling Excel from Word.
Can't say a word to merge in Excel or other Office-applications.

You need something like this here, tested from Excel,
having set a reference to the Word-Library!

Sub Test100()
Dim oWrd As Word.Application
Dim oDoc As Word.Document
Dim Fil1 As String
Dim Fil2 As String
Dim Fil3 As String
Set oWrd = New Word.Application
Fil1 = "c:\test\test1.doc"
Fil2 = "c:\test\test2.doc"
Fil3 = "c:\test\test3.doc"
Set oDoc = oWrd.Documents.Add(Fil1)
oDoc.Merge Fil2, mergetarget:=wdMergeTargetNew
oWrd.Visible = True
End Sub

What kind of tool (dialog, listbox, textbox) or anything you use,
to get the filenames, doesn't matter.

When testing this code, note, that a new Word-Object is created.
In case you get an error, Winword.exe might still be in the
process-list.
With every error therefore, You get an additional Word-Object.
You may either kill the word-objects via the task-manager.
or use an already running instance of Word (getobject).

Anyway, can't be explained all here
and there remains some work to do for you.

Helmut Weber MVP WordVBA