I discovered a way to search the last searched word in MS Word. (It was pain… F3 doesn’t works here)
You press CTRL-F for Find; after the first occurrence of the word found, you want to close the window and hit some short-cut to repeat the search, for this you have two ways
Shift + F4
Ctrl + Alt + Y
May be a very silly post… but was lacking this knowledge for so long.