Have you tried it yet? If not, why not? If yes, what was the problem?
You can't open a whole web site. A web site is a collection of a whole
bunch of different things (some files, some programs, some data, some
whatever).
What you can do in Word is File/Open and specify a full path (including
the HTTP:\\ prefix) of an html file on a web site. As long as you have
permissions to get the file, and the file exists, you can open it in
Word. For example, file/open http:\\
www.yahoo.com\index.html.
Alternatively, in a browser (IE, Mozilla, etc.) file/save the page and
then open the saved file.
Hope this is useful to you. Let us know.
rms