Close All Open Documents at Once
The Problem:
Can I close all my open documents at the same time?
The Solution:
Yep. Shift-click the File menu, and then click Close All. You'll be prompted to save any unsaved changes, as usual. Alternatively, if you find Shift-clicking awkward, you can choose Tools 
Customize and put a Close All button on a toolbar or menu.
You can also close all documents by exiting Word and restarting it. However, what you'll more often want to do is close all the open documents except the one you're working on. To do so, you need a macro.