Once you find an article you want to use in PubMed, you can get a citation for it by clicking on the 'Cite' button located in the right sidebar. PubMed will generate a citation that you can then copy and paste into your Word document.
There is also a 'Format' section in the citation pop-up window that allows you to choose among AMA, APA, MLA, and NLM for your citation style.