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 'Picture' caption label
            CaptionLabels.Add Name:="Picture"
             'Add a 2-row by 2-column table with 7cm columns to take the images
            Set oTbl = Selection.Tables.Add(Selection.Range, 1, 2)
            With oTbl
                .AutoFitBehavior (wdAutoFitFixed)
                .Columns.Width = CentimetersToPoints(7)
            End With
            For i = 1 To .SelectedItems.Count
                 'Add extra rows as needed
                With oTbl
                    If i > .Rows.Count Then oTbl.Rows.Add
                    With .Rows(i)
                        .Height = CentimetersToPoints(7)
                        .HeightRule = wdRowHeightExactly
                        .Range.Style = "Normal"
                        .Cells(1).Range.Text = vbCr
                        .Cells(1).Range.Characters.Last.Style = "Caption"
                    End With
                End With
                'Insert the Picture
                ActiveDocument.InlineShapes.AddPicture FileName:=.SelectedItems(i), _
                    LinkToFile:=False, SaveWithDocument:=True, _
                    Range:=oTbl.Cell(i, 1).Range.Characters.First
                    'Get the Image name for the Caption
                StrTxt = Split(.SelectedItems(i), "\")(UBound(Split(.SelectedItems(i), "\")))
                StrTxt = ": " & Split(StrTxt, ".")(0)
                'Insert the Caption on the line below the picture
                With oTbl.Cell(i, 1).Range
                    .Characters.Last.Previous.InsertCaption Label:="Picture", Title:=StrTxt, _
                        Position:=wdCaptionPositionBelow, ExcludeLabel:=False
                    .Characters.Last.Previous = vbNullString
                End With
            Next
        Else
        End If
    End With
    Application.ScreenUpdating = True
End Sub
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