I suspect that your particular problem is a character encoding issue or possibly not having the required font available in your reader. Do you know if your reader has an Arabic font installed? If not you might want to look for some of the threads that discuss embedding fonts in the EPUB file itself.
If you have a Word document you normally seem to get best results if you first convert it to HTML by using the option in Word to save it as "Web Page (filtered). You can then add the resulting HTML to Calibre and tell it to convert that instead.
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