You'll need to create a caption label for each type of caption, then use
Insert | Caption to insert them. Cross-references to defined captions
(through Insert | Cross-reference) are simple.

--
Suzanne S. Barnhill
Microsoft MVP (Word)
Words into Type
Fairhope, Alabama USA
Word MVP FAQ site: http://www.word.mvps.org
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"Mary krembs" wrote in message
...
I'm working on a document that needs multiple headers are autonumbered.
And I would like to be able to go back and insert and have all the same
headings update when I do so, and I'd like to be able to reference these
numbers within the text.

It is a mathematics document, so for example I will have three
definitions, one exercise, another definition, two Figures and another
exercise. So it would look like

Definition 1
Definition 2
Definition 3
Exercise 1
Definition 4
Figure 1
Figure 2
Exercise 2

Then I'd like to be able to refer to the different Figures by number
within the text, and ideally should I chose to delete or add a figure, all
numbers would update including the references within the text.