Shift click a button to insert its upper-case form. There are some pre-set. Click these buttons and select the symbol you need to add it to the equation.
To get the Unicode numbers use InsertSymbol to find your glyph then write down the number.
One of them is Equations and the second one is Symbols. Click anywhere in Word document and right-click the mouse. You can hold Shift for the upper case Greek characters. As it happens Excel product team chose not to implement this shortcut.