For any version of MS-Word from 2010 and later, this would likely be the easiest method:

1. Do a Select All (CTRL+A) if you want the indent to apply to all paragraphs, or select the range of text where you want the first line indents to be applied.
2. ALT+H,PG [Home Ribbon, open Paragraph Dialog].
3. ALT+S, throw focus to the Special dropdown in the indentation section, select First Line from the dropdown.
4. The "By" edit box will automatically be prepopulated with 0.5 inches.  If that's fine, jump to step 5, otherwise, edit the box to adjust the indent depth to what you want.
5. Activate the OK button on the Paragraph dialog.

All of your first lines on all paragraphs will now be indented by the amount specified.

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Brian - Windows 10 Pro, 64-Bit, Version 2004, Build 19041  

The purpose of education is not to validate ignorance but to overcome it.
       ~ Lawrence Krauss

Forgot to mention that if you need to tweak the indent By amount ALT+Y throws focus directly there.

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Brian - Windows 10 Pro, 64-Bit, Version 2004, Build 19041  

The purpose of education is not to validate ignorance but to overcome it.
       ~ Lawrence Krauss

When you’re in the Word doc, do the following. Press your applications key, and press p. You might have to tab away from the paste group to get to paragraph settings. Of course, JAWS just says paragraph. Enter on that and tab to special. When you arrow down the first time to “open” this box, JAWS says nothing. However, another down arrow takes you to “first line.” That’s your indent on the paragraph. Of course, you must, if you’ve already written the document, select all of it from your first sentence/the one you wish to indent automatically. If you’ve not written the document, just follow the steps to get to the paragraph settings. Note that you have to press enter twice after selecting “first line.” Watch it though. As I’ve found, when doing headings—alt CTRL plus one for H1 in docs, the next line will automatically go to the left alinement. That’s not what you want, so press enter a couple times, check the font status with JAWS and f, and once your sure the current line is still at “first line at .5 inches” or whatever it says, then you can arrow up to the prior line to reset your heading. Hope this helps, and in the “by” box right another tab away from “first line” in paragraph, you can set your indent inches, so...