If you can do it manually, it no so hard. Of course, for document with many references it is a little bit long work. There is short guidance for everybody who need it:
0. If you use classic dialog for add/edit citation change it (Zotero Preferences - tab Cite - uncheck "Use classic Add Citation dialog")
1. Create new collection in your library
2. Open Word document
3. Find reference in document and click on Zotero Add/Edit Citation button
4. Click on reference in Zotero Add/Insert citation window
5. Click on "Open in My Library"
6. Copy (drag and drop) item to new collection created in step 1.
7. Repeat steps 3-6 for all references in document
Click on the blue bubble for the citation in question in the default citation dialogue. There will be an "Open in Library" button there (unless the item is stored in the document and comes from a library you don't have access to/was deleted from the library).
the classic view will be replaced by integrating its key features (i.e. mainly access to the collection model) to quick format eventually. I don't think there'll be any development on the current version.
0. If you use classic dialog for add/edit citation change it (Zotero Preferences - tab Cite - uncheck "Use classic Add Citation dialog")
1. Create new collection in your library
2. Open Word document
3. Find reference in document and click on Zotero Add/Edit Citation button
4. Click on reference in Zotero Add/Insert citation window
5. Click on "Open in My Library"
6. Copy (drag and drop) item to new collection created in step 1.
7. Repeat steps 3-6 for all references in document
- this works in quick format
- this doesn't work in the classic view
(@bwiernik -- note that step 0 above is to UNcheck the option to use the classic dialog)