To install Zawgyi font for use with Microsoft Word, download a Zawgyi font file in the TrueType format, then right-click the file and select the install option. If you're using a newer Windows system, you may need to accept the security prompt that appears after clicking install.
For a larger collection of fonts that are for commercial use, go to Fontsquirrel.com. Generally, any font is available for download and private use for free, which includes Microsoft Word documents. However, some people, such as graphic or website designers, may want to use a custom font for their work without having a copyright issue surrounding the use of the font.