Because printing to the edge of the sheet is not possible, the effect is achieved by printing on oversized sheets and trimming to the final sheet size.
Artwork that will “bleed” (click for close-up) off the edge of the sheet MUST extend at least 1/8” beyond the edge of the sheet for a proper trim. Microsoft Word does NOT support bleeds (as it’s not considered “design software” but Word Processing software) but Microsoft Publisher and the Adobe Creative Suite (egs: InDesign, Illustrator) do.
Artwork “Bleeds”: