Exporting a structure to MS Word directly is not supported at this time. The nature of Structure plugin is such, that the format and the presentation of data is much closer related to MS Excel than that of MS Word. To export to Excel just click a drop-down arrow on the Export button located on the right of the Structure Toolbar, and choose Export to Excel. Structure will create an MS Excel file with the same name as the structure that you are exporting and will save it in your browser's Download folder.
Once you have the file, you can open it, copy the data you need and paste it into any MS Word file for further formatting.
Another way to convert a structure into a document that can be shared with a customer, is to use Export | Printable Page and then use any "PDF Printer" to save it as a PDF File.