Once you've added at least one caption to your document you should see a new style displayed on the style gallery called "Caption". To change the formatting of your captions throughout your document simply right-click that style on the gallery and choose Modify.. You can set font size, color, type and other options that will apply to your captions.

Caption color: Change the color of the text.; Caption transparency: Change whether you can partly see through the text.; Caption size: Make the text larger or smaller.; Caption style: Change the font style of the caption.; Caption effects: Change or remove text effects.; Background color: Change the color of the background behind the caption.; Background transparency: Change whether you can ...