Can a mac be infected by a microsoft trojan?
It seems that this particular trojan horse works by downloading and then executing an .exe file. Those files are not executable on macOS (in general), and thus wouldn't work. 

However, if you copy the .exe file to a Windows computer, open it from Bootcamp on your computer or copy it to a virtual machine running Windows on your computer - then you could potentially execute it and get infected.

Note that there is a (slight) risk that the .doc file you've received was specifically tailored for macOS. I haven't heard of such a variant of the W97M/Downloader, so it is probably not the case.

I would advise removing the .doc and the .exe (and other files downloaded) - and then running a full virus scan. If you have backups of the machine, I would also advise comparing your current hard drive contents with the contents of the backup to detect any other alterations that might have been done.

The best advise regarding these types of malware that comes through email is simply to never open attachments in emails, unless you have verified that the email was sent by someone you know.