Dennis is correct about using a character tag in FrameMaker, but you can bring in the Word text in a way that preserves the superscript so that in FrameMaker, you can see which characters need the superscript tag applied to them.
If you're bringing in an entire Word file, choose File, Import, File. Click Import. This displays the Unknown File Type dialog. You can choose the right flavor of "Microsoft Word" from the Convert From list, but here's a hint: try choosing RTF Japanese instead. It works fine on English and it's a better filter.
If you want to bring in only part of a file by using copy and paste, do this: After you've copied the text from Word, choose Edit, Paste Special in FrameMaker. Choose Paste, As, Rich Text Format. Your superscripts will be there, but it's still a good idea to apply a superscript character format. It makes it easier to maintain consistency, plus you can search for tags, redefine them, etc. There's a lot of benefit in the long run from always using paragraph and character tags in FrameMaker.
-Rhea Tolman