Do a database backup, zip it, zip your CONFLUENCE_HOME and drag/drop both into the word doc, though Im not sure how useful that would be ;)
But really, Confluence many Spaces with many Pages, attempting to put all that into one document is I think unachievable. The closest I think you'll get is the Scroll Wiki addons:
Hi my Community friends! For those who don't know me, I'm a product marketer on the Confluence Cloud team - nice to meet you! For those of you who do, you know that I've been all up in your Co...
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