The Kindle definitely supports Turkish characters. Try creating an ePub with Sigil
Simply select all text in the Word document then copy and paste it into Sigil's default Section0001.xhtml document in Wysiwig mode.
If the text displays fine in Sigil, simply save the file as an ePub and convert it with Calibre.
If the characters aren't displayed correctly in Sigil either, there might be a problem with the font and/or encoding of the source file.