1)
Did you read the "Microsoft Office Integration" tech note at http://world.episerver.com/documentation ? :)

Make sure you uncomment the location path setting for OfficeIntegration and that you change the <custom_ui_location> to your ui path.

2)
If the site is not listed in Word (or any other Office product), make sure you have activated the site in EPiServer edit mode.

If it still not listed, try restarting Word to make it read the registry setting.

3)
Are your pages published to your EPiServer site, but the new page does not have any content?

If the page is published on your EPiServer site with the page name etc set correctly, but the Office content is missing, you should make sure the targetproperty in the Deafault.config file is correct. The default config file is set to publish the Office content to the property "mainbody".

You will find the Default.config file here:
C:\<Program Files Path>\EPiServer\CMS\<EPiServer version, eg 5.2.375.236>\Application\UI\OfficeIntegration\wizard

4)
Stein Viggo (http://twitter.com/rockviggo) reminded me of another common error: If you select a part of a document (meaning, mark it as selected) You will be publishing the selected part, not the entire document. Make sure you haven't selected an empty area of your document when publishing.