When Office installed (in standard installation), a lot lot of components are not installed. Those missing components may include Works Import Filter.
Reinstall Office, and go for Custome Installation and select the missing components. I am not sure if works import filter is included, but worth a try.
You can ask the person sent the file to you, resave file using "SAVE AS" and select Rich Text Format, then you can open them with almost any wordprocessor program.