Sub AddPics()
Application.ScreenUpdating = False
Dim Stl As Style, i As Long, j As Long, c As Long, r As Long, NumCols As Long, iShp As InlineShape
Dim oTbl As Table, TblWdth As Single, StrTxt As String, RwHght As Single, ColWdth As Single
On Error GoTo ErrExit
NumCols = CLng(InputBox("How Many Columns per Row?"))
RwHght = CentimetersToPoints(CSng(InputBox("What max height for the pictures, in centimeters (e.g. 5)?")))
On Error GoTo 0
'Select and insert the Pics
With Application.FileDialog(msoFileDialogFilePicker)
  .Title = "Select image files and click OK"
  .Filters.Add "Images", "*.gif; *.jpg; *.jpeg; *.bmp; *.tif; *.png"
  .FilterIndex = 2
  If .Show = -1 Then
    'Create a paragraph Style with 0 space before/after & centre-aligned
    With ActiveDocument
      On Error Resume Next
      Set Stl = .Styles("TblPic")
     If Stl Is Nothing Then Set Stl = .Styles.Add(Name:="TblPic", Type:=wdStyleTypeParagraph)
      On Error GoTo 0
      With .Styles("TblPic").ParagraphFormat
        .Alignment = wdAlignParagraphCenter
        .KeepWithNext = True
        .SpaceAfter = 0
        .SpaceBefore = 0
      End With
    End With
    'Add a 2-row by NumCols-column table to take the images
    Set oTbl = Selection.Tables.Add(Range:=Selection.Range, NumRows:=2, NumColumns:=NumCols)
    With ActiveDocument.PageSetup
      TblWdth = .PageWidth - .LeftMargin - .RightMargin - .Gutter
      ColWdth = TblWdth / NumCols
    End With
    With oTbl
      .AutoFitBehavior (wdAutoFitFixed)
      .Columns.Width = ColWdth
    End With
    CaptionLabels.Add Name:="Picture"
    For i = 1 To .SelectedItems.Count Step NumCols
      r = ((i - 1) / NumCols + 1) * 2 - 1
      'Format the rows
      Call FormatRows(oTbl, r, RwHght)
      For c = 1 To NumCols
        j = j + 1
        'Insert the Picture
        Set iShp = ActiveDocument.InlineShapes.AddPicture( _
          FileName:=.SelectedItems(j), LinkToFile:=False, _
          SaveWithDocument:=True, Range:=oTbl.Cell(r, c).Range)
        With iShp
          .LockAspectRatio = True
          If (.Width < ColWdth) And (.Height < RwHght) Then
            .Width = ColWdth
            If .Height > RwHght Then .Height = RwHght
          End If
        End With
        'Get the Image name for the Caption
        StrTxt = Split(.SelectedItems(j), "")(UBound(Split(.SelectedItems(j), "")))
        StrTxt = ": " & Split(StrTxt, ".")(0)
        'Insert the Caption on the row below the picture
        With oTbl.Cell(r + 1, c).Range
          .InsertBefore vbCr
          .Characters.First.InsertCaption _
          Label:="Picture", Title:=StrTxt, _
          Position:=wdCaptionPositionBelow, ExcludeLabel:=False
          .Characters.First = vbNullString
          .Characters.Last.Previous = vbNullString
        End With
        'Exit when we're done
        If j = .SelectedItems.Count Then Exit For
      Next
      'Add extra rows as needed
      If j < .SelectedItems.Count Then
        oTbl.Rows.Add
        oTbl.Rows.Add
      End If
    Next
  Else
  End If
End With
ErrExit:
Application.ScreenUpdating = True
End Sub

Sub FormatRows(oTbl As Table, x As Long, Hght As Single)
With oTbl
  With .Rows(x)
    .Height = Hght
    .HeightRule = wdRowHeightExactly
    .Range.Style = "TblPic"
    .Cells.VerticalAlignment = wdCellAlignVerticalCenter
  End With
  With .Rows(x + 1)
    .Height = CentimetersToPoints(0.5)
    .HeightRule = wdRowHeightExactly
    .Range.Style = "Caption"
  End With
End With
End Sub