[jachguate]

Hola.

Me parece que el problema es que el documento primero debe preparar o abrir de alguna manera un datasource para el mailmerge. Revisá el código siguiente:

Código Delphi [-]
unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Classes, Graphics, Controls, Forms, Dialogs,
  StdCtrls;

type
  TForm1 = class(TForm)
    Button1: TButton;
    procedure Button1Click(Sender: TObject);
    procedure InsertLines(LineNum : Integer);
    procedure CreateMailMergeDataFile;
    procedure FillRow(Doc : Variant; Row : Integer;
                 Text1,Text2,Text3,Text4 : String);
  private
    { Private declarations }

  public
    wrdApp, wrdDoc: Variant;
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

uses ComObj;

Const wdAlignParagraphLeft = 0;
Const wdAlignParagraphCenter = 1;
Const wdAlignParagraphRight = 2;
Const wdAlignParagraphJustify = 3;
Const wdAdjustNone = 0;
Const wdGray25 = 16;
Const wdGoToLine = 3;
Const wdGoToLast = -1;
Const wdSendToNewDocument = 0;

{$R *.DFM}

procedure TForm1.InsertLines(LineNum : Integer);
var
  iCount : Integer;
begin
  for iCount := 1 to LineNum do
     wrdApp.Selection.TypeParagraph;
end;

procedure TForm1.FillRow(Doc : Variant; Row : Integer;
                 Text1,Text2,Text3,Text4 : String);

begin
  Doc.Tables.Item(1).Cell(Row,1).Range.InsertAfter(Text1);
  Doc.Tables.Item(1).Cell(Row,2).Range.InsertAfter(Text2);
  Doc.Tables.Item(1).Cell(Row,3).Range.InsertAfter(Text3);
  Doc.Tables.Item(1).Cell(Row,4).Range.InsertAfter(Text4);
end;

procedure TForm1.CreateMailMergeDataFile;
var
  wrdDataDoc : Variant;
  iCount : Integer;
begin
  // Create a data source at C:\DataDoc.doc containing the field data
  wrdDoc.MailMerge.CreateDataSource('C:\DataDoc.doc',,,'FirstName, LastName,' +
       ' Address, CityStateZip');
  // Open the file to insert data
  wrdDataDoc := wrdApp.Documents.Open('C:\DataDoc.doc');
  for iCount := 1 to 2 do
    wrdDataDoc.Tables.Item(1).Rows.Add;
  // Fill in the data
  FillRow(wrdDataDoc, 2, 'Steve', 'DeBroux',
        '4567 Main Street', 'Buffalo, NY  98052');
  FillRow(wrdDataDoc, 3, 'Jan', 'Miksovsky',
        '1234 5th Street', 'Charlotte, NC  98765');
  FillRow(wrdDataDoc, 4, 'Brian', 'Valentine',
        '12348 78th Street  Apt. 214', 'Lubbock, TX  25874');
  // Save and close the file
  wrdDataDoc.Save;
  wrdDataDoc.Close(False);
end;

procedure TForm1.Button1Click(Sender: TObject);
var
  StrToAdd : String;
  wrdSelection, wrdMailMerge, wrdMergeFields : Variant;
begin
  // Create an instance of Word and make it visible
  wrdApp := CreateOleObject('Word.Application');
  wrdApp.Visible := True;
  // Create a new document
  wrdDoc := wrdApp.Documents.Add();
  wrdDoc.Select;

  wrdSelection := wrdApp.Selection;
  wrdMailMerge := wrdDoc.MailMerge;

  // Create MailMerge data file
  CreateMailMergeDataFile;


  // Create a string and insert it into the document
  StrToAdd := 'State University' + Chr(13) +
              'Electrical Engineering Department';
  wrdSelection.ParagraphFormat.Alignment := wdAlignParagraphCenter;
  wrdSelection.TypeText(StrToAdd);

  InsertLines(4);

  // Insert Merge Data
  wrdSelection.ParagraphFormat.Alignment := wdAlignParagraphLeft;
  wrdMergeFields := wrdMailMerge.Fields;

  wrdMergeFields.Add(wrdSelection.Range,'FirstName');
  wrdSelection.TypeText(' ');
  wrdMergeFields.Add(wrdSelection.Range,'LastName');
  wrdSelection.TypeParagraph;
  wrdMergeFields.Add(wrdSelection.Range,'Address');
  wrdSelection.TypeParagraph;
  wrdMergeFields.Add(wrdSelection.Range,'CityStateZip');

  InsertLines(2);

  // Right justify the line and insert a date field with
  // the current date
  wrdSelection.ParagraphFormat.Alignment := wdAlignParagraphRight;
  wrdSelection.InsertDateTime('dddd, MMMM dd, yyyy',False);

  InsertLines(2);

  // Justify the rest of the document
  wrdSelection.ParagraphFormat.Alignment := wdAlignParagraphJustify;

  wrdSelection.TypeText('Dear ');
  wrdMergeFields.Add(wrdSelection.Range,'FirstName');

  wrdSelection.TypeText(',');
  InsertLines(2);

  // Create a string and insert it into the document
  StrToAdd := 'Thank you for your recent request for next ' +
      'semester''s class schedule for the Electrical ' +
      'Engineering Department.  Enclosed with this ' +
      'letter is a booklet containing all the classes ' +
      'offered next semester at State University.  ' +
      'Several new classes will be offered in the ' +
      'Electrical Engineering Department next semester.  ' +
      'These classes are listed below.';
  wrdSelection.TypeText(StrToAdd);

  InsertLines(2);

  // Insert a new table with 9 rows and 4 columns
  wrdDoc.Tables.Add(wrdSelection.Range,9,4);
  wrdDoc.Tables.Item(1).Columns.Item(1).SetWidth(51,wdAdjustNone);
  wrdDoc.Tables.Item(1).Columns.Item(2).SetWidth(170,wdAdjustNone);
  wrdDoc.Tables.Item(1).Columns.Item(3).SetWidth(100,wdAdjustNone);
  wrdDoc.Tables.Item(1).Columns.Item(4).SetWidth(111,wdAdjustNone);
  // Set the shading on the first row to light gray

  wrdDoc.Tables.Item(1).Rows.Item(1).Cells
      .Shading.BackgroundPatternColorIndex := wdGray25;
  // BOLD the first row
  wrdDoc.Tables.Item(1).Rows.Item(1).Range.Bold := True;
  // Center the text in Cell (1,1)
  wrdDoc.Tables.Item(1).Cell(1,1).Range.Paragraphs.Alignment :=
        wdAlignParagraphCenter;

  // Fill each row of the table with data
  FillRow(wrdDoc, 1, 'Class Number', 'Class Name', 'Class Time', 
     'Instructor');
  FillRow(wrdDoc, 2, 'EE220', 'Introduction to Electronics II',
     '1:00-2:00 M,W,F', 'Dr. Jensen');
  FillRow(wrdDoc, 3, 'EE230', 'Electromagnetic Field Theory I',
     '10:00-11:30 T,T', 'Dr. Crump');
  FillRow(wrdDoc, 4, 'EE300', 'Feedback Control Systems',
     '9:00-10:00 M,W,F', 'Dr. Murdy');
  FillRow(wrdDoc, 5, 'EE325', 'Advanced Digital Design',
     '9:00-10:30 T,T', 'Dr. Alley');
  FillRow(wrdDoc, 6, 'EE350', 'Advanced Communication Systems',
     '9:00-10:30 T,T', 'Dr. Taylor');
  FillRow(wrdDoc, 7, 'EE400', 'Advanced Microwave Theory',
     '1:00-2:30 T,T', 'Dr. Lee');
  FillRow(wrdDoc, 8, 'EE450', 'Plasma Theory',
     '1:00-2:00 M,W,F', 'Dr. Davis');
  FillRow(wrdDoc, 9, 'EE500', 'Principles of VLSI Design',
     '3:00-4:00 M,W,F', 'Dr. Ellison');

  // Go to the end of the document

  wrdApp.Selection.GoTo(wdGotoLine,wdGoToLast);
  InsertLines(2);

  // Create a string and insert it into the document
  StrToAdd := 'For additional information regarding the ' +
             'Department of Electrical Engineering, ' +
             'you can visit our website at ';
  wrdSelection.TypeText(StrToAdd);
  // Insert a hyperlink to the web page
  wrdSelection.Hyperlinks.Add(wrdSelection.Range,'http://www.ee.stateu.tld');
  // Create a string and insert it into the document
  StrToAdd := '.  Thank you for your interest in the classes ' +
             'offered in the Department of Electrical ' +
             'Engineering.  If you have any other questions, ' +
             'please feel free to give us a call at ' +
             '555-1212.' + Chr(13) + Chr(13) +
             'Sincerely,' + Chr(13) + Chr(13) +
             'Kathryn M. Hinsch' + Chr(13) +
             'Department of Electrical Engineering' + Chr(13);
  wrdSelection.TypeText(StrToAdd);

  // Perform mail merge
  wrdMailMerge.Destination := wdSendToNewDocument;
  wrdMailMerge.Execute(False);

  // Close the original form document
  wrdDoc.Saved := True;
  wrdDoc.Close(False);

  // Notify the user we are done.
  ShowMessage('Mail Merge Complete.');

  // Clean up temp file
  DeleteFile('C:\DataDoc.doc');

end;

end.

No creas que me lo he discutido al vuelo ahora mismo... me lo ha regalado san google desde el documento: cómo automatizar Word para realizar combinación de correspondencia con Delphi.

Espero te sea de provecho.

Hasta luego.