There's nothing called a glossary, but there are topics in the online Help
that contain definitions. For example, if you simply type 'styles' in the
search box, one of the listed topics is "About formatting text by using
styles".
There's also a great wad of background material on Microsoft's web site. It
can be hard to sort through it with Microsoft's search mechanism, but
fortunately www.google.com does a better job. For example, using the search
expression
word styles site:microsoft.com
returns listings including http://www.microsoft.com/office/previous/xp/columns/column14.asp titled
"Tips for understanding styles in Word 2002".