You'll need to learn InDesign before you even think about going to epub.
Sandee Cohen's Visual Quick Start Guide: http://amzn.to/14JHq54
Digital Publishing with Adobe InDesign CS6 : http://amzn.to/13N06jN
Lynda.com: Here's a link for a one week trial: http://bit.ly/RS0GXs
Oh, and to answer you question, use file>place and then browse to the
Word file. Then shift click on the first page of the InDesign to
automatically create enough pages.