Open a New Document and select Paste Special from the Paste Menu. You can also find Paste Special in the Edit menu.You can also right-click on the selected content and choose Copy. Copy your selection. On a PC use CTRL+C (or Command-C on a Mac).
You will need to go through these steps for each page separately. Be aware that this method will save only a single page.
Starting from the release of Office 2007, Word added the Paste Special function, which can be used to convert documents into png, jpg, gif, and other image formats. Windows: Converting the Documents to Images Using Paste Special