A family of Microsoft word processing software products for creating web, email, and print documents.
Word does not allow you to anchor text boxes (or any other objects) to a particular page. The best you can do is anchor the box to a paragraph somewhere in the middle of the page so that it is unlikely to move to the next page, even if you edit the surrounding text slightly (a text box will always display on the same page as its anchor).
To see anchors in Word, select "Object anchors" at File tab | Options | Display category. The anchor of an object will be visible when you select the object.
Note that if you make use of Word's built-in caption feature, you may want to insert the object "In line with text" and the caption in an ordinary text paragraph, and then wrap a frame around both of them. (The Insert Horizontal Frame command can be added to the Quick Access Toolbar.)