I don't think git can show word documents. Sure, they might be XML under the hood, but getting a diff between blobs of XML isn't quite the same as a side-by-side comparison in a nice UI.
It's even a ZIP file with multiple files inside, only one of which is the actual document. So naïvely you'd just get back a binary diff. But I found some ways of crudely extracting text and feeding that to git for diffing so maybe those are already built-in in Windows versions. But that still just gives you a normal text diff and nowhere near as user-friendly as having something directly in the tool you're working in.