You not going to like the answer.
I’ve tried many methods:
– Used advanced editor option – “Copy from Word”;
– Copy to Word Pad and then to WordPress;
– Copy directly into editor window.
Nothing works quite right. You always loose lots of formatting information.
One thing that works half decent is you use some kind of Microsoft Developer platform – Visual Studio for example. You can open a new blank HTML file, cope Word content into there, and then copy resulting HTML code into TEXT editor window of WordPress.
This will create a very close approximation to your formatting, but the resulting code is so messy and convoluted, that it is very unpleasant to maintain and work with.
Anyway, I ended up slowly re-doing all such quick “cut and paste” articles into well-formatted documents.