Highlight the VERY FIRST caption you want to begin the process with. Then, On the REFERENCES ribbon, click on INSERT CAPTION icon; select NUMBERING from the drop-down caption menu; then, from the FORMAT option, select the 1,2,3 format and confirm the remaining options, and select OK. I am no sure but, I believe the remaining captions would update (you may have to right-click on them to update...)

Hope this helps…