Without access to Word, that's tricky as you'd ideally want to send them a word file that they could just treat as a template.
I'm actually a bit rusty in Word, but I believe it goes something like this for a JPEG:
Insert > Watermark > Check 'Picture' > Select Picture (browse for your letterhead) > Scale: 100% (assuming you've sized it properly) > Confirm.
If you're not supplying a word document as the deliverable, you could just send them the image and instructions on how to apply it.