The Character Map utility in Win XP has an Enter symbol. The Character Map is found via Start, All Programs, Accessories, System Tools. Once you open the Character Map, select the Wingdings 3 "Font". In my system, the Enter symbol is on the second row, 4th from the left.
This will get you the symbol to copy into to Word. However, I get the impression you think using the replace command as you mentioned will actually have the same effect as hitting the Enter key. I haven't tried this, but I doubt very much that it's going the work that way. All this going to do is exactly the Replace command is normally used for; it's going to replace whatever you specify to be replaced, but that's all. In other words, just using the Enter symbol in your Replace command is not going to execute the Enter key at those points.