How automatically added file path into a new Word Document

Perhaps

http://office.microsoft.com/en-gb/word-help/insert-headers-and-footers-HP001226486.aspx

 

Whilst that adds the file path to a doc, unless you have printed that doc, its not going to help you find a doc in explorer/Libraries

Perhaps you need to create more Folders in your Documents Libraries, then name the file appropriately in the relevant folder

If you want the path in the footer then insert a Filename field in the footer with a \p switch.
{ FILENAME \p } - use CTRL+F9 to set the bracket pair.

or

Use  a macro to insert the filename and path at the cursor http://www.gmayor.com/installing_macro.htm   

Sub InsertFileNameAndPath()
With ActiveDocument
    If Len(.Path) = 0 Then .Save
    Selection.TypeText .FullName
End With
End Sub


or

put the filename and path at the end of the document with a macro

Sub InsertFileNameAtBookmark()
Dim oBM As Bookmark
Dim oRng As Range
Dim bFound As Boolean
    With ActiveDocument
        If Len(.Path) = 0 Then .Save
        For Each oBM In ActiveDocument.Bookmarks
            If oBM.name = "bmPath" Then
                Set oRng = oBM.Range
                bFound = True
                Exit For
            End If
        Next oBM
        If Not bFound Then
            ActiveDocument.Range.InsertParagraphAfter
            Set oRng = ActiveDocument.Paragraphs.Last.Range
            oRng.Collapse wdCollapseEnd
            oRng.Paragraphs.Alignment = _
            wdAlignParagraphRight
        End If
        oRng.Text = ActiveDocument.FullName
        oRng.Font.name = "Arial"
        oRng.Font.Size = 8
        ActiveDocument.Bookmarks.Add "bmPath", oRng
    End With
End Sub

You could also use a template (not normal template) that has a filename and path field in the footer.
See FileNamePathFooter Templates