There is a
documented
example in the livedocs, where Coldfusion converts a word document
to HTML. You can then use the cfdocument tag to convert the
HTML to PDF.
That's just what I've done below. This is probably not the
easy way you want, but it is a start.
To run it, place the file you wish to convert, say, temp.doc,
in the web root. The result will be temp.pdf.