Try:
Sub AddPics()
    Application.ScreenUpdating = False
    Dim oTbl As Table, i As Long, j As Long, k As Long, StrTxt As String
     'Select and insert the Pics
    With Application.FileDialog(msoFileDialogFilePicker)
        .Title = "Select image files and click OK"
        .Filters.Add "Images", "*.gif; *.jpg; *.jpeg; *.bmp; *.tif; *.png"
        .FilterIndex = 2
        If .Show = -1 Then
             'Add a 2-row by 2-column table with 7cm columns to take the images
            Set oTbl = Selection.Tables.Add(Selection.Range, 2, 2)
            With oTbl
                .AutoFitBehavior (wdAutoFitFixed)
                .Columns.Width = CentimetersToPoints(7)
                 'Format the rows
                Call FormatRows(oTbl, 1)
            End With
            For i = 1 To .SelectedItems.Count
                j = Int((i + 1) / 2) * 2 - 1
                k = (i - 1) Mod 2 + 1
                 'Add extra rows as needed
                If j > oTbl.Rows.Count Then
                    oTbl.Rows.Add
                    oTbl.Rows.Add
                    Call FormatRows(oTbl, j)
                End If
                 'Insert the Picture
                ActiveDocument.InlineShapes.AddPicture _
                FileName:=.SelectedItems(i), LinkToFile:=False, _
                SaveWithDocument:=True, Range:=oTbl.Rows(j + 1).Cells(k).Range
                 'Get the Image name for the Caption
                StrTxt = Split(.SelectedItems(i), "\")(UBound(Split(.SelectedItems(i), "\")))
                 'Insert the Caption on the row above the picture
                oTbl.Rows(j).Cells(k).Range.Text = Split(StrTxt, ".")(0)
            Next
        Else
        End If
    End With
    Application.ScreenUpdating = True
End Sub
 '
Sub FormatRows(oTbl As Table, x As Long)
    With oTbl
        With .Rows(x + 1)
            .Height = CentimetersToPoints(7)
            .HeightRule = wdRowHeightExactly
            .Range.Style = "Normal"
        End With
        With .Rows(x)
            .Height = CentimetersToPoints(0.75)
            .HeightRule = wdRowHeightExactly
            .Range.Style = "Normal"
        End With
    End With
End Sub