Word gives us the possibility of creating different types of captions e.g. figures, tables or even caption labels defined by us. However I have found that I can only create table of contents and figures. How can I create table of tables or tables of other type of captions?

You can create a Table of Contents, using the \c switch to define the caption type to use.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]

See Complex Documents - Insert a Table of Figures.