You should not attempt to save anything to make the screenshot.

I urge you to use the screenshot methods suggested in this thread, particularly in the tutorial you were given a link to. These...

Word is an MS Office application that exists in all Versions & Editions of Office including, but not limited to,Microsoft Office Professional Plus 2016 & MS Office 365.

You can use either of the...

Your diagram [in the docx] shows nothing selected. You've got to select the www.tenforms.com or whatever then use either of the methods given to see/set the hyperlink target address [my method in...

As a workaround for the time being, are you able to select the text then right click & choose Hyperlink?
- The address ought to be shown in the Address field already but you could try pasting it in...