This Tab feature is not provided in the default Microsoft Office Suite, but can be installed by using add-in. At present, if you open multiple document files, it opens them in multiple windows. It may causes inconvenience to some users.
This Word add-in provides web browser like Tab feature in Microsoft Word at no cost, So that you can open all document files in a single Word window and can navigate between them easily and quickly using tabs.
After installing this add-in, it can be utilised by turning on the Tabs function in 'Microsoft Word Addin Tabs'. Below is a screenshot

The add-in can be downloaded using following link:
Office add-in download link
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MS Office