There's no acute sign character in any standard Windows keyboard layout. Probably because native Russians write without it.
You can either copy this character and paste it where necessary or use Insert symbol dialog in Word.
You can also add a macro for this.

Code:
Sub InsertAcuteAccent()
    Selection.InsertSymbol CharacterNumber:=&H301, Unicode:=True
End Sub
Then you can assign a hot key for this macro or add it on the tool bar.