I created this letterhead design in Illustrator and I have to give it to the client now, as a usable file in Microsoft Word... I don't really know Microsoft Word, so I need a step by step detailed clarification if it is possible!!!
You could also use the WMF format. This format supports vectors and is devloped by Microsoft. Besides MS Office it's not very useful, but the only possibility in MS Office to use vector-shapes form other software like illustrator.
Welcome to the site.
In answer to your question.
Save images as PNG files. Insert them into Word as a Header and/or footer. Save the Word file as a template.