At this link there is an interesting tutorial that explains how to use Microsoft Word for formatting references in any style.
Below I summarize the salient parts.
First of all, we need to download some additional formatting styles, and we can found some of them at this link. Here, we will find a .zip file containing several .xsl files, which represent the formatting styles used by MS Word.
What we need to do is to copy those .xsl (all of them or just the ones we want to use) in
C:\Program Files\Microsoft Office\Office14\Bibliography\Style. Actually this directory can vary according to the MS Office version or the system architecture (32-bit or 64-bit). However if you look at the main Office directory, the
Style directory should be easy to find.
Then you just need to close MS Word and reopen it. And you will find all this additional formatting styles available in the dropdown box, under the Reference tab.
EDIT: For some Office version (I had this issue with Microsoft Office 2013, installed on Windows 8.1), you will probably need to copy the citation style (.xsl files) in
C:\Users\<YourUserName>\AppData\Roaming\Microsoft\Bibliography\Styles, as explained in this website.