TeX and Microsoft Word are two fundamentally different pieces of software. I don't know if you can convert from Word to TeX since that doesn't make conceptual sense. TeX is a layout and typesetting software. You give it the content and specify the logical structure with a markup language called LaTeX. It takes that and figures out that best way for it to look.

Microsoft Word collapses content, layout and typesetting into one poorly designed process. Most of us have only ever used word processors that merge and obscure these elements of document creation, so the idea of separating content from presentation might seem foreign. But once you learn to appreciate the difference, your writing won't be encumbered by layout considerations. You can just write and let the typesetter worry about how it looks.

I learned LaTeX with this tutorial.

Once you get your feet wet, this book is an excellent reference to have.

(Also, TeX is pronounced 'tech' not 'tecks.' The X on the end is the Greek letter chi.)