Your link doesn't work. However, I have posted code in the past for inserting multiple pictures into a document with captions. See, for example:
https://www.msofficeforums.com/word/...html#post78488
Whether the photo captions and tags to which you refer could be extracted and inserted into the document as part of such a process depends on where those data are stored. If the images are in the jpg format, for example, the captions and tags may be stored as part of the image metadata, which means code that reads the metadata could be used to extract them.