You can install highlight plugin and then use SublimeHighlight: copy to clipboard as RTF command from the command palette.
If you want to use your own color scheme use ExportHTML plugin to export to html and copy and paste the html in MS Word.
HTMLExport can be configured to use any of your installed color schemes. just read the docs and look at the default settings.
Use a browser like Safari that can copy in RTF to the clipboard. For me chrome does not work.