Caption numbering is done using a SEQuence Field.
You could use the method shown here as well: How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly. It might be simpler.
Here is how a Table of Figures is inserted: Insert a Table of Figures. It depends on the Caption style being used. However, there are other options.

You could use the Table of Contents with tweaks to do what you want as well. TOC Tips and Tricks by Suzanne Barnhill, MVP