Table of Contents in Word displays captions

In your screenshot, it looks like captions are formatted using the Heading 1 style. This can happen if captions are based on Heading 1. To break the link between the 2 styles...

1. Open the Styles Panel: Click the More button in the lower right corner of the Styles Group on the Home Ribbon.
2. Right click on the Caption Style and select Modify... from the context menu.
3. The Style based on field should be Normal or None.

Try updating your TOC. If captions still appear...

1. Go to one of your actual captions and click anywhere in the caption text. Look at the Style Panel. If the highlighted style is a Heading style, you'll need to change that.
   1. Select the entire caption text, including the paragraph mark.
   2. Right click on the Caption style and select Update Caption to match selection.
   3. Repeat steps 2 and 3 above to remove the Heading link.
2. All your other captions will still be formatted with the Heading style. You don't want to do a global replace because it would also change actual headings to captions, but you can find and replace quickly.
   1. Select Advanced Find... (at the right end of the Home Ribbon).
   2. Click on the Replace tab.
   3. Click in the Find field.
   4. Click the Format button in the lower left corner of the dialog box.
   5. Select Style from the Menu, then select the Heading style used for captions (probably Heading 1).
   6. Click in the Replace field.
   7. Click the Format button in the lower left corner of the dialog box.
   8. Select Style from the Menu, then select the Caption style (you'll have to hunt for it. Styles are listed in recommended order).

The dialog box should look like this. Notice the Styles displayed beneath the Find and Replace fields.FindReplace

Click the Find Next button. If it's a caption, click the Replace button. If it's a heading, click Find Next again.

Now, update your TOC again. Captions should no longer appear in the TOC.