Perhaps you have set the wrong action for handling this type of file in Firefox?

Please have a look at the Manage file types and download actions in Firefox article to change that. If nothing helps (i.e. you cannot seem to set the proper action, which is probably to set Word to handle the file rather than Wordpad), reset all download actions as described in the bottom part of that article (by removing the handlers.json file).

I tried to reset by deleting the handlers.jsn file, but when I tried to add what I want, the option that came up was for MS integrated office. When I tried to open the word .docx document, I got the message that I've got a newer version of office 365, so it didn't work.

Could it be that you both have a newer Office 365 and MS integrated office installed, and hence you may need to browse for the Word component offered by the newer Office 365 program on disk rather than choosing from the available integrated office option offered by Windows, which may be outdated or superseded? I tend to think this is not a Firefox issue but a matter of picking the appropriate helper application instead, but may be wrong.

I have no experience using any of those products (sorry), but you could also try installing the Word Document Editor add-on to see if .docx documents will be handled the way you like.

Of course you could also choose to (set Firefox to) download the .docx document type and then open it manually from within the program required, perhaps after scanning it for viruses manually.