To open Word with a specific document you must use a shortcut to that document and not the general Word shortcut.

If you happen to use the same document always, let’s say a diary or a notebook etc., you can have Word opening with that document instead of a blank one, by creating a shortcut with the command winword.exe /mFile1

mFile1 is the most recent file you opened in Word. Note that you need to give the full path to Word, usually at \Program Files\Microsoft Office

Here is an example of the command for a shortcut you can create for Office 2016:

"C:\Program Files\Microsoft Office\Office16\WINWORD.EXE" /mFile1