So your company bought FileMaker and it's connected/or plans to be connected to a server? And you're brand new to FileMaker?
I'm sure this data is important. Does your company plan to provide you with training or hire a consultant?
You could script a routine to do this, assuming the documents are numbered correctly and exactly as you say.
I would look into super container:
It's also possible for you to leave the documents where they are and point to a reference of them. Hard to say without knowing all about the hardware/software you're connecting to.
But anything with a server, especially if you plan on using FileMaker Server, you should really consider hiring an expert, especially for security.
You can do this with FileMaker's built-in functionality.
Import Records from a folder will create a record for each document.
Create a temporary table to import the documents into. You only need a container field for the document and a text calculation DocID [ GetAsText ( DocumentContainer ) ] which should equal your record ID (W4532). Once the documents are imported into the temporary table create a relationship from your primary table to the temporary table between the ID and DocID. Import the word doc into the main table. then you can delete the temporary table.
There are other considerations which relate to how the documents are stored? How Many users will be accessing this solution?