Sub ApplyCaptions()
Application.ScreenUpdating = True
Dim oCap As CaptionLabel, bCap As Boolean, iShp As InlineShape, oTbl As Table, TmpRng As Range
With ActiveDocument
  For Each iShp In .InlineShapes
    Set TmpRng = iShp.Range.Paragraphs.First.Range
    With TmpRng
      If .Style = "Caption" Then bCap = ChkCaption(TmpRng)
      If .Paragraphs.Last.Next.Range.Style = "Caption" And bCap = False Then
        bCap = ChkCaption(TmpRng)
      End If
      If bCap = False Then
        iShp.Range.InsertCaption Label:="Figure", TitleAutoText:="", _
          Title:="", Position:=wdCaptionPositionBelow, ExcludeLabel:=0
      End If
    End With
  Next
  For Each oTbl In .Tables
    Set TmpRng = oTbl.Range.Paragraphs.Last.Range
    With TmpRng
      If .Style = "Caption" Then bCap = ChkCaption(TmpRng)
      If .Paragraphs.Last.Next.Range.Style = "Caption" And bCap = False Then
        bCap = ChkCaption(TmpRng)
      End If
      If bCap = False Then
        oTbl.Range.InsertCaption Label:="Table", TitleAutoText:="", _
          Title:="", Position:=wdCaptionPositionBelow, ExcludeLabel:=0
      End If
    End With
  Next
End With
Set TmpRng = Nothing
Application.ScreenUpdating = False
End Sub
 
Function ChkCaption(TmpRng As Range) As Boolean
Dim oCap As CaptionLabel
ChkCaption = False
For Each oCap In CaptionLabels
  If InStr(TmpRng.Text, CaptionLabels(oCap)) > 0 Then
    ChkCaption = True
    Exit For
  End If
Next
End Function

Sub Captions()
On Error GoTo Error
Application.ScreenUpdating = True
Dim RngStry As Range, iShp As InlineShape, TmpRng As Range
For Each RngStry In ActiveDocument.StoryRanges
  For Each iShp In RngStry.InlineShapes
    Set TmpRng = iShp.Range.Paragraphs.First.Range
    With TmpRng
      If .Style <> "Caption" Then
        If .Paragraphs.Last.Next.Style <> "Caption" Then
        Exit Sub
Error:
          iShp.Range.InsertCaption Label:="Photo", TitleAutoText:="", _
           Title:="", Position:=wdCaptionPositionBelow, ExcludeLabel:=0
        End If
      End If
    End With
  Next
Next
Set TmpRng = Nothing
Application.ScreenUpdating = False
Resume Next
End Sub