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If you want to integrate with Alfresco from within Microsoft Office, then there is a very easy way to do it, but it isn't regular WebDav. Instead, what you want is the SharePoint Protocol Integration. With this, Alfresco pretends to Office to be SharePoint. All the integration you normally get between Office and SharePoint then works between Office and Alfresco.
Once you've installed the SPP/Vti amp, and suitably configured it, then in Share you should be able to pick "Edit Online" for a document. This will fire up Office, which'll talk to Alfresco to load, save etc the document. You can then work on the document from within office, and save it back to Alfresco when you're done, just as you would do if you had SharePoint.