By "Figure Captions" do you mean the sort of captions that tend to appear under an image to describe it? Is it also safe to assume that the images being imported are in Word? If so, the answer is "Sure". The captions are just a Word Style. What you'd need to do is ensure the CSS file in RoboHelp has a corresponding style that you can map the caption style to.
The image captions are a part of the images right ?
If that is the case then you can import them.
Figure captions are added in Word after the image is pasted into the
document. Select the image, right click and choose Caption from the menu.
Type a name for the caption in the dialog box, then click Ok to close. A
style called Caption is automatically applied.
I just tested by adding a figure caption as you stated. Upon import, it came in just fine.
Here is is in Word:
And here it is after importing this document in RoboHelp.
The figure caption arrived in RoboHelp as editable text immediately below the image.
It's worth noting that the world of HTML is vastly different from the print world. As such. there are no "page numbers" nor will RoboHelp provide a means to propagate the figure caption numbering for you. At least, none I'm aware of. Then again, I learn new things each day!
I don't necessarily care if the figures are in order in Robohelp. Just very glad to see that this works as expected. Thanks loads!