I dont believe you can.

You cwn open word and use word to select a datasouece which is on a sql server.

But sql has no way to call word and perform a mail merge so you cannot do it via tsql.

May be with a clr you write in. Net, but even that would be the wrong tool.

After you get a bunch of mailmerged doc files, whats next? Email as an attachment? Id rather send html email and no attachments at all.