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When you publish your project to Word and open the DOCX file for the first time in Word, you will see a security warning with a button saying "Enable Content". Clicking on this will automatically generate the Table of Contents and Keyword Index in your project, and any table of figures and other Word fields if they are present.

There are no macros in your DOCX file!

This feature is only a convenience to allow you to quickly generate the TOC and index the first time you open your Word file. There are no macros stored in the DOCX file itself. They are stored in a separate file called $helpman-word-helper-macros.dotm, that is generated together with the Word file. The macro warning you see comes from this helper document.

Distributing your DOCX without macros

You can easily distribute your finished DOCX file without macros: Just distribute it on  its own, without the .dotm helper file. This will not trigger any warnings, because the generated DOCX is entirely static, without any macros.

Generating the TOC and index without the macros

Since the macros are only a convenience it is easy to generate the TOC and keyword index without them. If you don't want to use the macros button or your company security restrictions don't permit it, just ignore it. Then in the Word document press Ctrl+A to select the entire document, followed by F9 to update all the fields and generate your elements. Then the document is ready to go.