In reply to mike123:
Adding the caption sounds more like a Word function than something the Mac does. I've just tried dragging and dropping a photo into a blank Word document on my Mac and it didn't automatically add a caption, although the option to add one once the photo had been inserted does exist (right-click on the photo and select "Insert Caption..." from the menu - I presume this is what you are currently doing).
I do see an "Auto-caption..." button at the lower left of the Caption dialogue box but when I click on that it only offers me a bunch of Microsoft content types (e.g. Excel chart, Word table) which can have the auto-caption function defined. It's possible that there is a way to ad JPG photo or other content types to the list but knowing MS it'll probably be hidden somewhere deep within a non-obvious menu (unfortunately a very quick Google didn't show up any useful advice on the matter from Microsoft - it just reiterated what I'd already found out).
For information/clarity, I'm running Word 2021 under MacOS 12.7.4. It may be that an older or more recent version of Word would have the functionality you want. Maybe Word in Office 365 does it?
Unfortunately I don't have MS Office on any of my Windows machines/VMs so I've no idea whether this is a Mac-only thing or it also applies in MS world.
(I did have a go with Libre Office and, unexpectedly, it seemed to have a similar restriction on auto-captioning as MS in that it offered a list of Libre Office content types only. Mind, that was a fairly aged copy of Libre Office. I really must get around to updating it.)
At this point, with luck, someone more knowledgeable than me will pop up and give detailed instructions for achieving what you want.
Post edited at 15:38