I have WYSIWYG and CKEditor 3.6.6.1 and want to install the latest CKEditor 4.6.1
As far as I know, you need to use the dev version of the WYSIWYG module in order to use CKEditor 4.x. You also need to grab the 'full build' of CKEditor and not a stripped down one. You do not need the CKEditor module if you are using the WYSIWYG module. WYSIWYG looks for editors in the given paths (usually libraries) - you have to go get it from ckeditor.com.

The second thing you are describing is adding custom or non-core plugins to CKEditor, which is not as straightforward. "Paste from Word" should be available though once you get WYSWIYG and CKEditor 4.x setup in Drupal 7.

I wrote a plugin integration once for CKEditor 4.x under WYSIWYG. I do not recall needing any module other than WYSIWYG and the full CKEditor library for getting WYSIWYG to show up. You shouldn't need any other CKEditor modules. But if you are looking to add other plugins on ckeditor.com - you need to get comfortable with the WYSIWYG API in order to properly integrate it if someone else hasn't done so already.

The reason your CKEditor may not be showing on the edit page is likely due to a JS error - I am going to guess either because you are not using WYSIWYG dev branch, or CKEditor is not the right version, or CKEditor is not installed in the correct path. Please add the error from the browser console to the original question along with any watchdog errors.