As the video says at 1:07, those Automator actions did not ship with the Home and Student Edition. Is that the version you have? In any event, many of the actions were buggy in Office 2008, so I wouldn't be overly concerned about their absence.
There are alternatives available. One is to build a Service that prints documents to PDF. First, get the freeware CUPS-PDF virtual printer:
Install CUPS-PDF. (Here's a slightly dated description of what it does and ways to tweak it: http://www.macworld.com/article/1139518/cupspdf.html.)
Then make your Automator service. Two actions are needed:
1. The default first action for any service. Set it to
>>Service receives selected -- documents -- in -- Finder
2. Print Finder Items
>>Print to: -- CUPS-PDF --
By default, the new PDFs will be placed in the /Users/Shared/CUPS-PDF/yourusername folder.
It works under Snow Leopard. Reports say that it works with Lion and Mountain Lion, too, though I haven't tried it myself.
Yes I've Microsoft Office 2008 on my Mac. But it's the Home and Student version.
So there is no Automator action.
But I've found an AppleScript which make the work well (only with Word 2008 version).
The problem is now resolved.