Use the steps below to insert cross-references:

• Hover your mouse pointer over the area where you wish to put cross-References in your Word document.
•  Select the 'Reference' tab.
• Select 'Cross-Referencing' from the 'Captions' group.
• The Cross-reference window appears; in the 'Reference type' drop-down list, select figure. The 'For which' caption will display a list of your document's specified reference types. Select below/above from the 'Insert Reference to' drop down list. Select 'Insert' from the drop-down menu.
• You should now see a link to your picture appear in the Auto Inserted text.
• Now click the reference while holding down a control key.

Read More: What is the shortcut keys for creating hyperlink?