Hello Bob and welcome to the forum.
When I panic (and I often do when I can't find something that I know has to be there) I resort to using a third party search tool called "Everything" from here
http://www.voidtools.com/downloads/
Seems to continue to work fine in Windows 10.
You might want to give it a try and just simply search for *.doc or *.docx
See if that might show where they are hiding.
Which version of Word are you running? Can you still launch it from its' executable?
C:\Program Files\Microsoft Office\Office15\WINWORD.EXE
for me, yours may be slightly different depending on version and bit architecture.