And regardless of the required style, Word will not format the text of the
references for you and this is not an appropriate place to ask how to format
them. There are plenty of online guides, and Word comes with templates that
give basic models for some styles. Word will let you set up a Bibliography
style that easily handles the standard of single-spaced entry with double
spacing between entries.
For a dissertation, it's probably worth buying bibliographic management
software. See the first section of this page for more info and links:
http://word.mvps.org/faqs/formatting/footnotefaq.htm
If you are writing a dissertation, you may also want to bookmark this page,
which is designed for dissertation writers, among other people:
http://daiya.mvps.org/bookword.htm