To install the MS Word plug in:
When installed the plugin will appear as below on Microsoft Windows:
Note: There is a slight difference with MS Word on Mac as the Cite-O-Matic will appear as its own toolbar.
If you want to create a bibliography, without having a document that has in-text citations, you can do so directly from Mendeley Desktop.
Select all the records you wish to add to your list, from your Mendeley Library, and then go to Edit and click on Copy. Once you have done this you can go to a text document, like Word, and simply click Paste. This will create a bibliography in your chosen citation style.
Click View → Citation Styles → More Styles to search for citation styles on Mendeley Desktop. 
Start editing your own citation styles with the open source Citation Style Editor. To get started we recommend this tutorial.