You haven't said how many individual documents.
For < 100 or so I would do it the plodders way i.e.
Open two copies of My Computer
In one of them - Find the folder with all the Word.doc(s) and open it.
I the other:
Open the place where you want the individual folders. It could be the same place if your new folders are going to be sub-folders.
Make a new folder(for a single batch of docs), name it and open it.
Now select with the mouse while holding down Control - all the relevant files of a first group.
Drag them to their new folder.
Repeat with another new folder and a suitable clutch of files, and so on. It wont take long.
If you have several hundred different documents then this rather amateurish way is perhaps not for you.