If you are using Word in Windows, your best hope for native document compatibility is to use Word on the Mac too.
Because Pages is no Word clone, it translates Word documents into its own native .pages document format on open and reverses that translation on export to Word. It cannot save to any format other than .pages. The keyword here is translated because there are features in both Word and Pages that cannot be translated into the opposing document format and in a corporate setting, that can get you lit up if you send management a mangled Word document from Pages.
LibreOffice is likely the best MS Office clone available. It can open and save Word .docx, Excel .xlsx, and Powerpoint .pptx documents. But one must be aware that it is also a superset of Office, and there are features within LibreOffice that may be done differently, or not at all in MS Office. So you have to be on your toes about what is and is not compatible.