Should be under MS Word's help files, topic 'MailMerge, fields'
or something like that, anyway.
Basically, if you have a record with fields X, Y, and Z, you have to create a mailmerge TEMPLATE document that references the fields by their names. Then you can perform the merge. There is a wizard that will help you create the mailmerge template. The query has to exist first, then the template, then you can do a real merge.