You'll have to create something like an AUTOIT script. I can see that if the emails are on Thunderbird (which is free) and some AUTOIT script (which is free but we don't write scripts for you here but there is an AUTOIT forum for that) then for the WORD documents we turn to LibreOffice which again is free and can make WORD documents as well.
All free but you have to assemble it and make that script to make it all do what you want.
Forgive me if I use incorrect terminology here. I am looking for an alternative to Outlook for transferring the data from multiple emails into word documents. I know Outlook can do it and I read that Thunderbird can do it, however I don't have Outlook and as far as I can tell, Thunderbird requires you to purchase a 'migration tool'??? to perform this. I am tired of downloading free 'client apps'??? like only to find they don't do offer this feature. Can anyone point me to one that does and is free?