The phrase "set up Office file through Alfresco 5 on Windows" is ambiguous.
If you mean you want to store Office files in Alfresco, that is possible out-of-the-box.
If you mean you want to transform Office files from their original format into another format (such as PDF), that requires LibreOffice to be installed on your Alfresco server. You can do that automatically with the installer or you can do it manually which is covered in the docs at
docs.alfresco.com.
If you mean you want to use Microsoft Office instead of LibreOffice to transform Office documents, you'll need to install a separate Transformation Server, which is only available to Alfresco Enterprise subscribers. Contact your sales rep for more information on that.
If you mean you want to do "Edit Online" from within Alfresco Share and use Office within the browser to make changes to an Office document, that can be done provided you are using the correct browser and browser version, and potentially perform some additional configuration steps, which are also covered in the docs at
docs.alfresco.com.
Hopefully one of these match up to what you are trying to do. If not, please reply with more details.