Why could you not just make a file structure on the Windows file system and populate it with your desired names, then use a screen grabber like HyperSnap (or the ubiquitous Alt-PrtScr) to capture a section of the Explorer window.
I did this when 'demoing' an internet application which would have collapsible sections, I just had to create files that looked like my desired entries.
HyperSnap gives JPGs at least (probably others but I've never bothered to investigate).
Or you could screen capture the icons +/- from Explorer and use them within MS Word Draw itself to do your picture, but I've never been able to get MS Word Draw to behave itself properly.