There are a few ways to try to get an image out of a Microsoft Word document.
You can try the copy and paste method or even go as far as taking a screenshot of it.
It seems that the best method to get at the originally embedded image is to save the document as a webpage - html. Don't use the .mht option in the save as dialog, but make sure to select the htm/html.
This will create the document as an html with a sub-folder that contains the image(s). The subfolder will often have other files and maybe even the image(s) in multiple sizes, but just pick the largest one and that seems to do the trick pretty well.