Note that Word always fakes the superscript, and subscript, even if the font includes them.
While this makes it so "it just works" always, for all characters ... it also gives users no way of using the higher quality, optically corrected, properly spaced, properly kerned versions the font designer created.
Welcome to the Serif Affinity forums.
There are two ways of getting Superscripts or Subscripts in the Affinity applications:
Via the Positioning and Transform section of the Character panel, where the last item (S) allow you to choose Superscript or Subscript.
Via the Typography section of the Character panel, which has separate options for Superscript and Subscript:
Approach 1 works for any characters in any font (as far as I know), and provides "faux" (pseudo, fake) superscripts and subscripts.
Approach 2 works only for characters where the font provides those characters in superscript or subscript form. If a character is not provided in the font, the option does not apply to that character.
Most fonts provide very few characters in true superscript or subscript form.
Word is probably providing fake superscripts and subscripts. What characters are you trying to use?