Here is some code I wrote about 15 years ago that may help.
With ActiveDocument.MailMerge
.MainDocumentType = wdFormLetters
.OpenDataSource Name:=strFileName, _
SQLStatement:="SELECT * FROM `Clients$`" ', _
'
' Show merge data
.ViewMailMergeFieldCodes = False
End With
That is part of a macro in a global template that is called whenever I create a new document based on one of my merge templates. If you want to use documents rather than templates, it would be part of a macro that runs whenever the document is opened. You would want to exit the document without saving once you've performed the merge.
The global macro is called by (hopefully unique) name:
Application.Run "AttachClients"
The name could be made more specific by specifying the project and module.
Application.Run "pKenyonMenus.mMerge.AttachClients"
For running from Excel it may have to be Word.Run instead. I am unsure of that.