How do I connect a caption to an image?

I use the "insert caption"  function, but when I move the image around during the editing process, the caption "textbox" does not move with it? Isn't that  a bit stupid when it is clear that it specifically belongs to that image? Is there any way to "merge" those two? 

Help is very much appreciated.

Thanx :-)

Yeah, it's not the most intuitive, is it.  They could have solved this one decades ago.  But they didn't...

You can, of course, resist inserting the caption until you have "placed" the picture.  If you select the picture before using Insert>Caption, Word creates a text box the same width as the picture and aligned with it.

And of course, if you remember to select BOTH the picture and the caption before you drag them, they will move together.

But it's a chore...

What professional documenters usually do is employ a "Table".

1.  Create a table: 1 column, 2 rows.
2.  Insert the picture, inline with text, in the top cell of the table.
3.  Insert the caption in the bottom cell.

Now grab the table by its control handle (top left corner) and drag it where you want it.

Turn off the borders on the table, so they can't be seen/won't print.

Hope this helps