Make sure the font selected is Segoe UI Semibold and the subset is Extended Characters – Plane 1. From there you will see all of the available faces.
These are very similar to what you get when you send an SMS text message in Windows Phone 7 and are a great find to create metro graphics and icons for your apps
I was checking this on my current PC (Windows 7/Office 2007) and there wasn’t the correct subset in the Segoe UI Semibold character set. I guess it has been updated or downgraded since I did this article.
Fortunately the emoji are still there but now you can find them in the font Segoe UI Symbol/Extended Characters -Plane 1. You may notice these are an exact match (minus the colour) to the emoticons you can add in the new Outlook.com
If you are using Word 2003 I’m not sure if you can get to these characters. To find out on the Insert menu, click Symbol, and then click the Symbols tab. For more details check out the help at Office.com - Insert a symbol or special character