Make a copy of the document. Use Find and Replace to convert all spaces to
paragraph marks, and to remove all punctuation. Select all, then use Sort
from the Table menu. At this point you have a sorted list of all the words
in the document, but with duplicates which is probably not what you want.
You can do a wildcard find and replace to eliminate the duplicates, or
(simpler) copy the list to Excel and use the Unique Filter function.