You can follow simple steps to delete document form MS Word may be you unable to find that where is file saved.
Click on Start Button –>> Microsoft Word –>> Recent–>>
Here you find all recent open document now try to find that where is your file by file name. Right click on that and go to file location.
Now press Shift+Del to completely remove from your hard drive.
Also remove file from list.
You can remove all temporary files may be file saved in temporary files.