This example inserts a caption below the first table in the active document.
ActiveDocument.Tables(1).Range.InsertCaption _
Label:=wdCaptionTable, _
Position:=wdCaptionPositionBelow
This example inserts a Figure caption at the insertion point.
Selection.Collapse Direction:=wdCollapseStart
Selection.InsertCaption Label:="Figure", _
Title:=": Sales Results", Position:=wdCaptionPositionBelow