The PrintScreen function will give you an image of the entire screen, which you can then trim with the Image Crop tool in Word. Do a search for Crop in Word's help. PrintScreen is reliable, but it's not a great solution, however: the image is a bitmap at screen resolution, a likely to look poor unless you are going to scale it down uniformly to half size or less.
It seems that you can't group objects in Powerpoint. However, you can select all the objects that you want, and do a copy and paste in to Word. The trick is to do a "Paste Special" and not a normal Paste, and select "Picture" in the Paste Special dialog box. This will paste your selected objects in to Word as one big picture. The default is "MS Office Drawing Object", which keeps them as separate objects, which is why you need Paste Special.
Once they are in Word as a picture, they are still editable with Word's picture editor, which knows they are separate objects inside the picture.