You don't mention the version of Word you are using.
The following is for 2003 but other versions should be close to this.
To get a Table of Figures or List of Tables:
Insert, Reference, Index and Tables, Table of Figures tab, at the bottom
there is a Caption Label pulldown list, choose which one you want, then OK.
This will produce a "Table of Contents" based on the caption type selected.
Also see
http://sbarnhill.mvps.org/WordFAQs/TOCTips.htm for further
information on how to get a TOC to work for you.
Hope this helps
DeanH