DOCX is a valid ebook format. If you add them to calibre, and then select those ebook records and click Send to device while your Kindle is plugged in (and shows up in calibre as a device) calibre will sideload the document for you.
Since the Kindle does not read DOCX, and calibre knows that, it will popup a message asking to auto-convert to AZW3/MOBI which Kindles do read. Then it will convert and send the book to your Kindle via USB.
If you have DOC instead of DOCX, you will need a plugin in order to convert this older format.
See:
[Conversion Input] Microsoft Doc Input Plugin