Thank you very much guys for the replies...
My problem is related to RTL languages support, it has been discussed here for example, with no definitive solution:
https://www.playonlinux.com/fr/topic-11298-Hebrew_Font_is_messed_up.html
I finally understood how it works and I found a workaround.
PlayOnLinux uses the system locale settings and apply them to the applications installed on it.
For example, if your Linux system is in French, then POL's Office will activate only the french for the keyboard layout. (to know your locale settings, just type the command "locale" in a console, it will return "LANG=fr_FR.UTF-8" [if in french] and other lines).
If your system is in arabic ("locale" cammand indicates LANG=ar_MA.UTF-8 [or another arabic variant such as ar_SA]), then POL's Office will activate only the arabic for the keyboard layout.
In order to launch Word in arabic without changing the system locale settings, you have to create a shortcut for each language.
1) For the arabic Word shortcut you need to indicate the following command:
LC_ALL=ar_MA.utf8 /usr/share/playonlinux/playonlinux --run "Microsoft Word 2010"
Change "ar_MA" with the language and variant you want, it works with other RTL languages.
2) For the french Word shortcut you need to indicate the following command:
LC_ALL=fr_FR.utf8 /usr/share/playonlinux/playonlinux --run "Microsoft Word 2010"
If the shortcut contains only the following command /usr/share/playonlinux/playonlinux --run "Microsoft Word 2010", it will pick the system locale language and activate the corresponding keyboard only.
At the end, you will have two Microsoft Word 2010 shortcuts (give them different names), one for the RTL language and another one for the latin language, so you can type in the language you want without changing the system locale settings (nor reboot the session) each time. It's not a definitive solution because I'm unable to activate both languages at the same time, and I don't know if it's possible, because the "Advanced text settings" are not implemented in Wine (no corresponding cpl files), nor in PlayOnLinux.
I hope this will help people that need to use both latin and RTL languages in Microsoft Word 2010 on PlayOnLinux.
Bye.