Word supports inserting PDFs or PNGs into a document. PDFs would be best to use because they are vector based and will appear more crisp and sharp if you print the document out.
To insert a PDF choose Insert > Object... > From File… in the menu bar and select the PDF file for the icon. The steps may be a little different depending on what version of Word you’re using but should be similar.
If you’re using a different text editor, use PDF if it supports it and PNG if it doesn’t. In most text editors you’ll be looking for an Insert or Place object/image command to add the icon.