You could use something like:
Sub Demo()
    Dim Rng As Range, i As Long, j As Long
    With Selection
      Set Rng = .Paragraphs.First.Range
      Rng.End = .Start
      i = Rng.ComputeStatistics(wdStatisticWords)
      With .Paragraphs.First.Range
        For j = i To .Words.Count
          Rng.End = .Words(j).End
          If Rng.ComputeStatistics(wdStatisticWords) = i Then
            Rng.Words.Last.Select
            Exit For
          End If
        Next
      End With
    End With
End Sub
but this seems like a whole lot of circumlocution for something you could achieve with a single line of code:
Selection.Words.First.Select
And then there's the question of why you're selecting anything at all, since you rarely need to do that with VBA.