We have been provided an special datatype IMAGE in SQL Server to store binary data. Create a table with a cloumn of IMAGE datatype, then u can insert any type of file using Simple INSERT statement, like...
INSERT INTO TableName(ColumnName) VALUES('C:\MyData\MyFile.doc')
'C:\MyData\MyFile.doc' is the complete path of ur word file.
But U can not view that file by simply a SELECT statement. You will Have to Use some front-end as CODE_LOVER said earlier.
If U r using Oracle DB, there is BLOB datatype