The simplest way to create a glossary is to type your glossary by hand at the end of your document. Word has no built-in method of creating a glossary automatically, but you can use hyperlinks or the Table of Authorities functionality to create a glossary for one or more documents.

[ Microsoft Word Help FAQ. How to create a glossary in Microsoft Word ]

This article was certainly helpful. Why on earth is there no built-in glossary functionality in Word? What is in the bloat then?