Run-time eerror 424

[missb]

Hi forum!
I found a VBA script in another thread to help me insert pictures with their filenames, but it's not working for me so I'm hoping someone can tweak it to get it to work, because coding COMPLETELY eludes me. No matter how hard I try.
Here's what I've got:

Sub PicWithCaption()
Dim file
Dim path As String
path = "C:\Users\bianca.bianca-PC\Desktop\Barcodes"
file = Dir(path & "*.*") ' ALL files

CaptionLabels.Add Name:="Filename"

Do While file <> ""
   ' test for extension
     If UCase(Right(file, 3)) = "PNG" Or _
        UCase(Right(file, 3)) = "TIF" Or _
       UCase(Right(file, 3)) = "JPG" Then
       With Selection
         .EndKey Unit:=wdStory
         .InlineShapes.AddPicture Filename:=path & file, _
          LinkToFile:=False, SaveWithDocument:=True
         .InsertAfter vbCrLf & vbCrLf
         .Collapse 0
         .MoveLeft Unit:=wdCharacter, Count:=1
         .Style = "Caption"
         .Text = path & file
      End With
    End If
    file = Dir()
Loop

Selection.EndKey Unit:=wdStory
End Sub

Here's what it does:
I have the workbook saved as macro-enabled (.xlsm)
I type Alt+F8, click on Run
"Run-time error "424": Object required"
Click on Debug
It brings me back to the module where CaptionLabels.Add Name:="Filename" is highlighted.

Any help would be appreciated!

[Aflatoon]

This code is for Word, not Excel, which is why it doesn't work.

[SamT]

CaptionLabels is not Declared

Dim CaptionLabels As Collection

This section is all about Word and does not apply in any way to Excel

With Selection
         .EndKey Unit:=wdStory
         .InlineShapes.AddPicture Filename:=path & file, _
          LinkToFile:=False, SaveWithDocument:=True
         .InsertAfter vbCrLf & vbCrLf
         .Collapse 0
         .MoveLeft Unit:=wdCharacter, Count:=1
         .Style = "Caption"
         .Text = path & file
      End With

You need to tell us exactly what you have on the Excel Sheet and what you are trying to accomplish in Excel, before we can help you.

[Aflatoon]

CaptionLabels is not Declared

Dim CaptionLabels As Collection

CaptionLabels is a Word object.

[SamT]

Ahah.

[missb]

Thank you!
I have a blank workbook, I'm trying to insert pictures with their filenames as text.