Sub AddImageCaptionTables()
Dim Shp As Shape, iShp As InlineShape, Rng As Range, Tbl As Table
Dim PicWdth As Single, VPos As Single, HPos As Single, VRel As Long, HRel As Long
With ActiveDocument
  For Each Shp In .Shapes
    With Shp
      VRel = .RelativeVerticalPosition
      HRel = .RelativeHorizontalPosition
      VPos = .Top
      HPos = .Left
      PicWdth = .Width
      Set iShp = .ConvertToInlineShape
    End With
    With iShp
      Set Rng = .Range
      .Range.Cut
    End With
    Set Tbl = .Tables.Add(Range:=Rng, Numrows:=2, NumColumns:=1)
    With Tbl
      With .Rows
        .LeftIndent = 0
        .WrapAroundText = True
        .HorizontalPosition = HPos
        .RelativeHorizontalPosition = HRel
        .VerticalPosition = VPos
        .RelativeVerticalPosition = VRel
        .DistanceTop = 0
        .DistanceBottom = 0
        .DistanceLeft = 0
        .DistanceRight = 0
        .AllowOverlap = False
      End With
      With .Cell(1, 1).Range.ParagraphFormat
        .SpaceBefore = 0
        .SpaceAfter = 0
        .LeftIndent = 0
        .RightIndent = 0
        .FirstLineIndent = 0
      End With
      .Cell(1, 1).Range.Paste
      .Cell(2, 1).Range.Style = "Caption"
      .Borders(wdBorderLeft).LineStyle = wdLineStyleNone
      .Borders(wdBorderRight).LineStyle = wdLineStyleNone
      .Borders(wdBorderTop).LineStyle = wdLineStyleNone
      .Borders(wdBorderBottom).LineStyle = wdLineStyleNone
      .Borders(wdBorderHorizontal).LineStyle = wdLineStyleNone
      .Borders(wdBorderVertical).LineStyle = wdLineStyleNone
      .TopPadding = 0
      .BottomPadding = 0
      .LeftPadding = 0
      .RightPadding = 0
      .Spacing = 0
      .Columns.Width = PicWdth
    End With
  Next
End With
End Sub