How to place CDF file in Microsoft Word, Powerpoint or in interactive PDF file?

You can install the LiveWeb plugin for PowerPoint which allows to embed a live webpage into a slide. Now you should prepare an HTML page with emdedded CDF object (here and here you can find old instructions how to do this, but probably there is easier way now) and embed it into a PowerPoint slide. People say that it works surprisingly well and you maintain full interactivity.

Here is how this Demonstration looks in PowerPoint 2003 after pressing F5:

Full interactivity is maintained: you can scroll the page, interact with embedded CDF object and follow hyperlinks.

You can't. You can combine CDFs and content generated by other tools on web pages, though.

From Frequently Asked Questions about the Computable Document Format (CDF) (Wolfram Research):

Do CDFs plug in to Microsoft Office documents or PDFs?

Currently, the CDF Player plugin only supports web browsers. We are exploring the same capabilities for a number of other applications. Contact us for more details when CDF support for other applications becomes available.

Considering size of the Microsoft Office ecosystem, there is probably either a feature or an external tool that allows to export custom HTML (which is also used around CDF embedding on the Web) on spots defined in the Word document. This could enable creating CDF embedding in exported HTML, although something like only the link would be visible while editing the document in Word. This is probably a question for another forum...