Some figures in document can be converted by Word2TeX. Why?
Word2TeX can’t convert Word drawings (Shapes), so you should convert them to figures first. In your Word document click on that Shape so that all the Shape will be selected; copy it to clipboard (Ctrl-Ins or Edit|Copy); open WordPad application that is supplied with Windows (Programs|Accessories|WordPad); paste picture from clipboard (Edit|Paste or Shift-Ins); select it and copy to clipboard from WordPad; return back to Word and paste it.