Export To Word

Yeah, with a simple export, you're going to lose most of that formatting. If you want a document more true to the original, you'll need to export it as a PDF, or use the VBA technique I show in the Extended Cut for the video Kevin referred you to.

Access can't export tables to Word reliably, which has been the case since forever.  But if you copy a table and paste it on Word, it works nicely.  For reports, have Access print to PDF as others have suggested, then convert the PDF to Word format.  There are free online websites that do this (google "convert pdf to word").  If you have Adobe Acrobat, which is a paid app, it can do it too.  It's still a hassle to go through this process, of course.  So try to avoid this as your regular workflow.  If you need Word a lot, then do all the formatting on Word and use Access only as a back end to pull data from.