Hey there.... I had the same problem, trying to desperately type a backslash on my Japanese Word 2011 version.... I finally found it!!
By default, the whole thing will only write a ¥ sign, but if you change the properties in word, it will display the \
To do so, you have to go to Word ->環境設定 ->互換性 and then uncheck the box saying バックスラッシュを円記号(¥)に変換する
If you don't speak Japanese, have fun with the pattern matching ;)
There is a description of this in Japanese but with pictures, might make it a little easier
Some Japanese Blog explaining how to write backslash