Writing a short story in Word is possible. Writing a novel or a book in Word leads to insanity. You’ll end up with hundreds of small files with obscure names. You need a writing program to control the writing process. There are a number of programs that can do the job but I use Scrivener.
I write all my books in Scrivener. With it, each story has a single file. That file contains everything relating to the story. Scenes, chapters, character sheets, notes, research, everything.
While you’re writing and can’t remember a detail about a character, that information is two clicks away with Scrivener. With Word, it could be an hour-long search for the proper file.
In summary, you need a writing program. It doesn’t have to be Scrivener, but you really should invest in a program. You won’t regret it.