Eu nunca fiz isso, mas, aparentemente, se você tiver o Visual Studio, poderá Adicionar formulários do Windows Controles para documentos do Office :
You can add Windows Forms controls to Microsoft Office Excel and Microsoft Office Word documents at design time in document-level projects. At run time, you can add controls in document-level customizations and in application-level add-ins. For example, you can add a ComboBox control to your worksheet so that users can select from a list of options.
Create or open an Excel Workbook project or Word Document project in Visual Studio so that the document is visible in the designer. For information on creating projects, see How to: Create Office Projects in Visual Studio.
In the Common Controls tab of the Toolbox, click the control you want to add, and drag it to the document.
Se você marcar a lista de controles que podem ser incorporados nos documentos do Word , há um controle TrackBar que parece ser exatamente o que você precisa.