In the case that when you want to open a link or URL from MS Word, this error message appears:
It is likely that your firewall is preventing Word from accessing the Internet and to remedy this change the configuration of your firewall.
For Bit Defender
Open your firewall and check out for the list of programs being filtered,
Search for winword.exe (you shall noticed that internet access is refused for the program),right click and click on "Edit rule".
In "Action", change "refuse" to "Allow" and click on next to enable connection.
You will now be able to open a link from Word.
Microsoft Firewall utility
See if there is no prohibition for winword.exe or Microsoft Word.
Control Panel/Windows Firewall/Execptions
The system is virtually identical, open your firewall and then in the options you should find an "exception" or "authorization." Check out if Microsoft Word is entitled for Internet access or not.