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1. First, ensure that you have the necessary dependencies installed. Sphinx relies on the docutils and Pygments packages, so make sure that they are installed using pip.

2. Place the .docx file in the same directory as your .py file.

3. Create a link to the .docx file using reStructuredText syntax. For example, if your document is named "example.docx", the link would look like this:

`Link text <example.docx>`_

1. In your Sphinx documentation, include the .py file as a module using the automodule directive, and build the documentation using the make command:

.. automodule:: my_module_name
    :members:

1. The link to the .docx file should now appear in your generated documentation.