http://support.microsoft.com/kb/826147 tells about exporting (backup) from Word 2003 (you didn't mention a version).
http://support.microsoft.com/kb/135778 tells about where it's stored in Word 2003.
If you can't find an import, see if you can find a way to convert one format to the other format. Notepad is your research friend here, to see if it are simple text files or complex binary files. Simple text files could be edited, maybe.
The alternative might be to stick to Word.