The bottom screenshot shows the document's pages, not the electronic document. Try right-clicking it in the Client and selecting Open\View Electronic Document from the context menu.

It says there is no electronic file attached. 

What does the instance details pane show? Did the workflow complete successfully or are there any errors?

I'm not sure where the instance detail pane is (I'm pretty new).  I took a snippet of the Workflow Admin console under the Persisted Instances.  It was empty for this workflow.   When I verify the workflow it says there are no problems.  I did check the event logs on the laserfiche server.  Nothing being reported in the lfforms, lfworkflow or application logs.  I modified the Update Word Document thinking maybe there was a problem with the merge part of the process.  I changed it to a simple search and replace process.  It still did not work after the change.  Am I looking in the wrong place for workflow errors?

No worries. Every run of a workflow rule is called an "instance". You can see how each individual run went by searching for them in the Workflow Designer. You can either use the recent searches in the Common Searches pane (View\Common Searches) or you can search for a workflow by name or by the entries involved (View\Search). One you run the search and get results back, double-click on to open the instance details. You'll get multiple tabs with information, the ones you want to look at are Workflow and Messages. The Workflow tab will show the workflow definition and highlight the activities that ran. Anything in green is successful, anything in red had an error (yellow is for warnings, blue is for activities still running). If you see anything with errors or warnings, you can see their details on the Messages tab.