PDF parsing will require an AIS license which includes the Computer Vision tools. For ms word documents, check out the thread below. I was able to take the "Docx Input" macro from @RogerS and tweak it for my use case. To input multiple docx files, you can place this macro inside of a batch macro allowing you to feed in multiple file paths and output data from all files.
To add onto @bertal34 's note, if you don't have the Intelligence Suite tools then there's a macro that leverages R to read in PDFs on the Community: PDF Input - Alteryx Community
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