Word has its own, basic referencing system available via the 'References' tab on the ribbon. This lets you add references to a document and then create a bibliography at the end of the text. References are stored in a master list, which can be used to add references to further documents.
Note: this system is not as powerful as EndNote, Mendeley or Zotero.
Microsoft don't seem to produce their own video on using this tool, so this one has been taken from YouTube. Although it isn't for the latest version of Word, it gives a clear explanation of the basics, which haven't changed.