In the King James Bible, when Word is capitalized, it refers to Jesus Christ. We see Jesus Christ called the Word seven times in the Bible: John 1:1 (3 times), 14; 1 John 1:1; 5:7; Revelation 19:13. However, there are many times when the Bible is referred to as the word of God (with a lower case "w"). Sometimes, we make a distinction between the living Word of God and the written word of God. However, even this is not easy since the written word is also alive (Hebrews 4:12). The two are sometimes hard to separate since both the Word and the word of God are expressions of His person. Perhaps you are asking why people tend to capitalize Word when referring to the Bible even though this is not done in scripture. I think it is a matter of respect for the Bible. In the same manner, many people (myself included) tend to capitalize pronouns referring to God. However, this is not the practice of the King James Bible. Certainly, we are not denying scripture to do this. We are just following conventions of grammar with which we are comfortable.
As to the Bible being the word of God, here are some references:
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The word of God (Psalm 119:11,89,105,133,140,160)
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Word of the Lord (Psalm 18:30; 33:4,6)
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Word of God (Proverbs 30:5; 1 Thessalonains 2:13; 2 Timothy 2:9; Hebrews 4:12)
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Word of truth (Psalm 119:43; Ephesians 1:13; 2 Timothy 2:15)
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Word of this salvation (Acts 13:26)
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Word of the gospel (Acts 15:7)
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Word of His grace (Acts 10:32)
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Word of promise (Romans 9:9)
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Word of faith (Romans 10:8)
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Word of reconciliation (2 Corinthians 5:19)
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Word of life (Philippians 2:16)
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Word of Christ (Colossians 3:16)
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The faithful word (Titus 1:9)
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Word of His power (Hebrews 1:3)
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Word of righteousness (Hebrews 5:13)
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Word of exhortation (Hebrews 13:22)
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The engrafted word (James 1:21)
