Use the OLE container object to embed OLE server documents. In this way, you can embed documents from other applications (e.g. Word, Excel, Visio, MapPoint) in a report. Only the first page will be displayed as there is no standard for multi-page OLE objects.
You select the object type via the standard Windows dialog "Insert Object". Here you can choose an existing file ("Create from File") or create a new file.
Also see chapter Overview of Properties.