In PIM you will need to use "Submit Inspection" for the Inspection Report to come through as a MS Word document.

Also in Settings > PIM Admin > ensure the Report Format is set to MS Word or Both.

If you are using Submit Inspection and the MS Word files are still not being sent, in some cases attachments may be quarantined by the Virus checker setup on your local PC. In this case the user may need to release it from the queue. Usually this only happens with MS Word attachments (since they can contain viruses) and not PDF's but some configurations of local email systems may differ.