You could use a macro to add the images. I assume that you are running the process from Excel, in which case you need something like the following to create a table at the end of the current document with two rows for each image listed in your worksheet. Enter the total number of images to include where indicated and the cell ranges that contain the image paths and caption texts as appropriate

Sub Macro1()
Dim wdApp As Object
Dim oDoc As Object
Dim oRng As Object
Dim oTable As Object
Dim oCell As Object
Dim i As Long, j As Long
Dim oRow As Object

    On Error Resume Next
    Set wdApp = GetObject(, "Word.Application")
    If Err Then 'This part should not be necessary if the document is already open in Word.
        Set wdApp = CreateObject("Word.Application")
    End If
    On Error GoTo 0

    Set oDoc = wdApp.ActiveDocument

    Set oRng = oDoc.Range
    oRng.Collapse 0
    oRng.InsertParagraphBefore
    Set oTable = oDoc.Tables.Add(Range:=oRng, _
                                           NumRows:=2, _
                                           NumColumns:=1, _
                                           DefaultTableBehavior:=1, _
                                           AutoFitBehavior:=0)
    Set oRow = oTable.Rows(1)
    Set oCell = oRow.Cells(1).Range
    oCell.End = oCell.End - 1
    oCell.Text = "Image 1" 'Replace from Excel
    'oCell.InlineShapes.AddPicture _
     FileName:="path of first image from Excel", _
     LinkToFile:=False, _
     SaveWithDocument:=True

    Set oRow = oTable.Rows(2)
    Set oCell = oRow.Cells(1).Range
    oCell.End = oCell.End - 1
    
    oCell.Text = "Caption 1" 'Replace from Excel

    For i = 2 To 12    '12 being the number of images from Excel
        If i Mod 1 = 0 Then
            oTable.Rows.Add
            oTable.Rows.Add
        End If
        j = oTable.Rows.Count
        Set oRow = oTable.Rows(j - 1)
        Set oCell = oRow.Cells(1).Range
        oCell.End = oCell.End - 1
        
        oCell.Text = "Image " & i 'Replace from Excel
        'oCell.InlineShapes.AddPicture _
         FileName:="path of next image from Excel", _
         LinkToFile:=False, _
         SaveWithDocument:=True

        Set oRow = oTable.Rows(j)
        Set oCell = oRow.Cells(1).Range
        oCell.End = oCell.End - 1
        
        oCell.Text = "Caption " & i 'Replace from Excel
    Next i
End Sub