A family of Microsoft word processing software products for creating web, email, and print documents.
If Word adds a frame when you insert a caption, you need to modify the Caption style to remove frame formatting from it. Here is one way:
In the Apply Styles pane (Ctrl+Shift+S), type Caption, and click Modify. In the Modify Style dialog box, click Format, and then click Frame. Click the Remove Frame button. Before clicking OK in the Modify Style dialog, select "New documents based on this template."