In the documentation here, .docx is not listed as a compatible input:
Pandoc is a Haskell library for converting from one markup format to
another, and a command-line tool that uses this library. It can read
markdown and (subsets of) Textile, reStructuredText, HTML, LaTeX,
MediaWiki markup, Haddock markup, OPML, and DocBook; and it can write
plain text, markdown, reStructuredText, XHTML, HTML 5, LaTeX
(including beamer slide shows), ConTeXt, RTF, OPML, DocBook,
OpenDocument, ODT, Word docx, GNU Texinfo, MediaWiki markup, EPUB (v2
or v3), FictionBook2, Textile, groff man pages, Emacs Org-Mode,
AsciiDoc, and Slidy, Slideous, DZSlides, reveal.js or S5 HTML slide
shows. It can also produce PDF output on systems where LaTeX is
installed.
Try something else, like Libreoffice - which can do docx, aslong as you don't mind a few formatting errors.
EDIT:
The description now says that Pandoc now seems to support reading from Word DOCX (as well as DocBook and a few other formats):
Pandoc is a Haskell library for converting from one markup format to
another, and a command-line tool that uses this library. It can read
markdown and (subsets of) Textile, reStructuredText, HTML, LaTeX,
MediaWiki markup, TWiki markup, Haddock markup, OPML, Emacs Org-mode,
DocBook, txt2tags, EPUB and Word docx; and it can write plain text,
markdown, reStructuredText, XHTML, HTML 5, LaTeX (including beamer
slide shows), ConTeXt, RTF, OPML, DocBook, OpenDocument, ODT, Word
docx, GNU Texinfo, MediaWiki markup, DokuWiki markup, Haddock markup,
EPUB (v2 or v3), FictionBook2, Textile, groff man pages, Emacs
Org-Mode, AsciiDoc, InDesign ICML, and Slidy, Slideous, DZSlides,
reveal.js or S5 HTML slide shows. It can also produce PDF output on
systems where LaTeX is installed.
As @evilsoup suggested, this might work:
cd /DIRECTORY/WITH/FILE/IN && libreoffice --headless --convert-to html 'FILE.docx' && pandoc 'FILE.html' -o 'FILE.pdf'
Yes, you can use the libreoffice command with --outdir, but the html output does not always work that way...
I gave this a quick test, and it seemed to work, apart from Pandoc crashing due to a gif image in the document 