Its not surprising you're having difficulty with this one. In order to access the event you need (which is the MailMergeBeforeRecordMerge
Event), you need access to the Application Object.
This is relatively easy to do:
'declare global Application reference
Dim WithEvents wdApp As Application
'set the reference somewhere (I've used Document_Open, but you can use whatever you want)
Private Sub Document_Open()
'Get a reference to the Word application to handle mail merge events.
Set wdApp = Application
End Sub
Private Sub wdApp_MailMergeBeforeRecordMerge(ByVal doc As Document)
Debug.Print ("MailMergeBeforeRecordMerge")
End Sub
'clean up
Private Sub Document_Close()
wdApp = Nothing
End Sub
A couple of good examples are in the old MS docs fr Word 2002 (they still word in 2013):
Word 2002 MailMerge event code demonstration