1. In the Developer tab > Record Macro (the Developer tab is hidden by default)
2. Give your Macro an appropriate name. Assigning to a Button will allow you to have a shortcut in the Quick Access Toolbar. Assigning to Keyboard will allow you to create a shortcut key combination. For this example we will use the button.
3. Perform the set of tasks you wish to record, in this case a mail merge but it could be anything.
Browse to the data set you are using. The name and location of the data file will be saved in the Macro.
4. Click stop recording once finished
5. In Word Options > Quick Access Toolbar, select the Macro you have just created and add it to the Quick Access Toolbar
6. It will now appear as an icon in the Quick Access Toolbar (QAT).