\w represents a word character, not a word in the sense you mean. That is, a single letter, from a-z and A-Z.
To match your requirement, specify ^(\w+) (.*)$.
This breaks down to:
^ - The beginning of a string
( - Begin a capture group
\w - Any character matching a-z or A-Z
+ - At least 1 or more of the previous type
) - End our capture group
- A space character
( - Begin our second capture group
. - Any non-newline character
* - 0 or more of the previous type
) - End the capture group
$ - End of the string
This will match, using your example sentence How to match a word followed by anything, Group 1 = How and Group 2 = to match a word followed by anything
Assuming you wanted to remove the first word, you could now use \2 in the replace field, to replace all matches with everything apart from the first word.
Or, looking at your first sentence again and you want to actually put brackets around the first word and then the rest of the sentence, replace with \(\1\) \(\2\) - that is, literal left parenthesis, capture group 1, literal right parenthesis, space, literal left parenthesis, capture group 2, literal right parenthesis.