A family of Microsoft word processing software products for creating web, email, and print documents.
The most successful method is to annotate the images outside Word. SnagIt works particularly well
https://www.techsmith.com and is simple to use both for the screen capture and the editing.
I have used it extensively to illustrate my web site. If you have a lot of such work to do, it is well worth the outlay. I believe there is still a working trial version available.