Actually, I am on Windows 10 and this was still a problem for me. Here is my configuration:
Microsoft Windows 10 [Version 10.0.10240]
Microsoft Office 365 ProPlus [Version: 15.0.4753.1003]
e-Sword [Version: 10.4.0]
e-Sword Macros for Word 2013 [Version: 10.4.0]
And here is the "Virtualstore" in which I found my downloaded translations of the Bible (as well as other downloads such as commentaries, etc):
C:\Users\%username%\AppData\Local\VirtualStore\Program Files (x86)\e-Sword
I copied the *.bblx files to:
C:\Program Files (x86)\e-Sword
I closed out of Word and re-opened it, and VOILA!!!
I suspect this will work with Windows 8.x upward, possibly as early as Windows 7. If you are having problems with the e-Sword Macros give this a try.