The Kindle is an e-reading device for books and other documents. Any file on the Kindle has been converted to Amazon's .azw format. In many cases, especially for books bought directly from publishers, there has also been digital rights management or DRM installed, preventing you from altering the content in any way, which includes changing the format to Word accessible. Excessive tampering with the files on your Kindle could cause them to be lost. Contact customer service at 800-201-7575 with any further questions or concerns.
Download the .azw file to your computer. Open by double-clicking. Your computer should suggest a program to read the file. If possible, go to the upper right-hand corner of this program to "File", then "Save as". Select .doc if that format is available.
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Try using Notepad or another text editor to open the downloaded file. If you can read it there, you should be able to copy the unformatted text into a new Word document and save as a .doc.
Download the Calibre conversion tool. They have several conversion options available. Kindle files ending in .azw are not available to be converted because of Amazon's restrictions, but if you are able to save your document as a .mobi or PDF the converter can easily change it to .doc.
If the Kindle document you are trying to convert is your own work, you can contact Amazon's support center for a Word-friendly copy. In the future, always make sure your document is saved under a new name when attempting a conversion to avoid the risk of losing a copy in that format.
Simply changing the file name from .azw to .doc will not complete a file conversion; it is much more likely to simply render your document impossible to read.