When you press Alt + W, can you use your down arrow key to

highlight another open document? If yes, press Enter to switch to that document. You can also manually type the underlined letter or number of the document.

In Word 97 you can display two or more documents in the same window by going to the Window menu and selecting Arrange All.

Look up "view multiple documents" in the help file for more suggestions that may work better for you.

Another way to see multiple documents is to open another instance of Word. This does, however, drain your system of memory resources.