Two excellent articles below share how malicious code using DDE protocol and XML file formats, can be manipulated in Microsoft Word to infect users. 

https://isc.sans.edu/forums/diary/Macroless+Code+Execution+in+MS+Word/22970/

https://sensepost.com/blog/2017/macro-less-code-exec-in-msword/

In the past few days, the industry became aware of a new technique to deliver malware, using macro-less code execution in MS Word, leveraging the Microsoft Dynamic Data Exchange (DDE) protocol. Windows provides several methods for transferring data between applications. One method is to use the DDE protocol. The DDE protocol is a set of messages and guidelines. It sends messages between applications that share data, and uses shared memory to exchange data between applications. Applications can use the DDE protocol for one-time data transfers and for continuous exchanges, in which applications send updates to one another, as new data becomes available.

Starting with Microsoft Office 2007, the Office Open XML file formats have become the default target file format of Microsoft Office. Microsoft Office 2010 provides read support for ECMA-376, read/write support for ISO/IEC 29500 Transitional, and read support for ISO/IEC 29500 Strict. Microsoft Office 2013 and Microsoft Office 2016 additionally support both reading and writing of ISO/IEC 29500 Strict.  DOCX is written in an XML format, which consists of a ZIP archive file containing XML and binaries. Content can be analyzed without modification by unzipping the file (e.g. in WinZIP) and analyzing the contents of the archive.