Sub Macro1()
Dim oCell As Cell
Dim oShape As InlineShape
    With ActiveDocument.Styles("Caption").Font
        .Name = "Arial"
        .Size = 9
        .Color = wdColorAutomatic
    End With

    For Each oCell In Selection.Tables(1).Range.Cells
        If oCell.Range.InlineShapes.Count = 1 Then
            Set oShape = oCell.Range.InlineShapes(1)
            oShape.Range.InsertCaption _
                    Label:="Figure", _
                    TitleAutoText:="InsertCaption1", _
                    Title:="", _
                    Position:=wdCaptionPositionBelow, _
                    ExcludeLabel:=0
        End If
        DoEvents
    Next oCell
lbl_Exit:
    Set oShape = Nothing
    Set oCell = Nothing
    Exit Sub
End Sub