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By default, Word will not print page background colours or images. To change that, do the following:
In Word, go to 'File' > 'Options'.
Click 'Display' in the left-hand pane, and then check the 'Print page backgrounds and images' checkbox. Click 'OK' to close the dialog box. This setting applies to all documents - you don't need to re-tick the box for every document you open.