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When using the Edit > Insert Object command, the list of available OLE-enabled objects varies depending on what software you have installed on your computer. For example, if you have Microsoft Office installed on your computer, then you can insert a Word, Excel or other Office document. See Embed a New Object and Link or Embed a Previously Existing Object
To clarify what OLE-enabled objects are available for insertion, do the following before selecting the Create from File option:
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Select Edit > Insert > Object.
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On the Insert Object dialog, select Create New.
Under Object Type appears a select list of the available OLE objects that can be inserted into your document.
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Select Create from File and continue to insert the required file or select Cancel to exit the Insert Object dialog.