The Word plugin is the essential tool for creating citations and bibliographies in Microsoft Word
Using Zotero 5.0 you no longer have to separately install the Word plugin.
If you're running Zotero 5.0 or Zotero Standalone 4.0, the word processor plugins are bundled with Zotero and should be installed automatically for each supported word processor on your computer when you first start Zotero.
(Please ensure that you have successfully installed the Zotereo word extension. See here)