I expect that these are textboxes, not frames. The two are different.
Frames and Textboxes in Microsoft Word



If you need an illustration/figure to not be in-line-with-text, put it in a one-cell table before you add the caption. In the table, it should be in-line-with text, the table itself can have text wrapping around it.

Then add the caption. It will be left-justified inside the table cell.