Dim WordApp As Word.Application
Dim DocWord As Word.Document
Set WordApp = New Word.Application
WordApp.Visible = True
Set DocWord = WordApp.Documents.Open("С:\rpt.doc")
Dim strConnection As String
 strConnection = "DSN=MS Access Databases;"
With DocWord.MailMerge
        .OpenDataSource _
        Name:="C:\проектпилигрим\Baza_Rez+.mdb", _
        ReadOnly:=True, LinkToSource:=True, AddToRecentFiles:=False, Connection:=strConnection, SQLStatement:="SELECT * FROM [отчёт]"
     .Execute
End With
DocWord.Close
Set WordApp = Nothing
Set DocWord = Nothing

вместо
With DocWord.MailMerge
        .OpenDataSource _
        Name:="C:\проектпилигрим\Baza_Rez+.mdb", _
        ReadOnly:=True, LinkToSource:=True, AddToRecentFiles:=False, Connection:=strConnection, SQLStatement:="SELECT * FROM [отчёт]"
     .Execute
End With

поставил
With DocWord.MailMerge
        .OpenDataSource _
        Name:="C:\проектпилигрим\Baza_Rez+.mdb", _
        ReadOnly:=True, LinkToSource:=True, AddToRecentFiles:=False, Connection:=strConnection, SQLStatement:="SELECT * FROM [отчёт]"
     .ViewMailMergeFieldCodes = wdToggle
Execute
End With