ViEmu/Word's handling of insert mode is a somewhat complex area, due to Word's architecture.
The short answer is that no insert-mode mapping works out of the box. You can make them work if you go to ViEmu Settings and uncheck "Implement insert mode passing all input to Word", but there are other setbacks (this is why it's checked by default). What you will lose is mainly autostyling and orthography autocorrection (autostyling is what turns a sequence of three dots into an ellipsis character, or a hyphen at the beginning of a paragraph in a bullet list).
The reason is that due to Word's input management, I can either overtake all input, which deactivates the advanced automatic features, or I can just pass through all input to Word (except Esc, of course), but not cherry-pick what I do with each keypress.
It's an unfortunate limitation, but after extensive testing (most of the internal aspects of Word are not publicly documented), I couldn't find any way to make both things work at the same time.
I chose to make pass-through mode the default given that insert mode mapping is less often used than autostyling/autocorrection.
Regards,
Jon