The Caption style is a handy shortcut. For most common purposes (TOC, cross references) you can emulate a caption using any style that is linked to a multilevel list.

1. Create a style with the name and formatting you wish to use.

2. Create a new multilevel list
link level 1 of the list to the style you created above
put the name of your caption before the number
click more
tick the box for putting a tab after the number
set the text indent and insert new tab to be the same.

Play around with other settings.

Yo use the style just type the text for your caption then apply the style you created above.

In a toc field use the /t switch to include names styles

Create cross references using the number items tab in the cross reference dialog.

Have fun. Post back here if you need any further assistance.