EPS files will not display properly within Microsoft Word, however if an EPS graphic is embedded in a Word document, it will print properly on a PostScript printer. Depending on the way the document is produced, EPS figures might be usable.
Most likely though, the best way to get a figure from R into Word is to use the Windows Metafile format (WMF), which unfortunately can only be produced on Windows operating systems using the win.metafile() R device.
Bitmap formats such as JPEG, GIF, and PNG can be easily produced and imported into Word documents. The problem with these formats, however, is that they will have image artifacts if resized.