If you would like to directly import vs. attach the MS Word doc to the KB articles, you will to first save your MS Word document as XML, then use an XLT to transform that XML to the format accepted by the pdm utility (the tricky part be if your MS word contains images).
More easy to say that to do... but give the advantage to benefit of a better indexing vs. the other proposed method.
My 2 cents
/J