The Windows clipboard supports several formats. When you want to put things on the clipboard, you make one or more calls to RegisterClipboardFormat (), telling it the formats of the objects that you will place on the clipboard, and then calls to SetClipboardData (), which actually put the data on the clipboard.
If you want to be able to embed a table in Word, then HTML is the easiest format to work with. Just copy the HTML table to the clipboard and paste it correctly in Word, provided that you first register the clipboard data as an HTML object.
I would give you the code, but the easiest way is to simply reference the example on MSDN:
How to add HTML code to clipboard using Visual Basic
This page even shows an example of copying an HTML table to the clipboard.
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