I searched around for this quite a bit online!
The problem is this: When you copy Hebrew text in one application and then paste it into Microsoft Word, the sentence word order is reversed. The letters still read right-to-left, but the words run left-to-right.
That might be just about ok if you wanted to write an interlinear, but it’s not really what you want.
The solution is simple: First copy your text as normal. In Microsoft Word, put the cursor where you want the text to appear. On the Ribbon at the top of the screen, you’ll see two buttons you’ve possibly never used: Left-To-Right and Right-To-Left. Click on Right-To-Left and then paste your text.
That should paste your text just how you want it.