You didn't specify where the caption text was going to be found so that task may be manual. To automate adding a caption to all Inline Shapes you could run the code here
https://sukhbinder.wordpress.com/201...word-document/
This code won't find any floating pictures (those with text wrapping) so you'll have to post back if this is a problem for you.
Once the "captions" are in place, you will need to put the 'caption text' into those paragraphs.
The Table of Figures can then be inserted anywhere you like. This is a simple field but you can insert it without vba since it is a one-off. Go to
References > Insert Table of Figures