CreatePalette@Button["Figure caption",
SelectionMove[InputNotebook[], After, Cell];
NotebookWrite[InputNotebook[],
Cell[TextData[{StyleBox["Figure ", "FigureCaptionLabel"],
StyleBox[CounterBox["FigureCaption"], "FigureCaptionLabel"],
StyleBox[".\[ThickSpace]\[ThickSpace]\[ThickSpace]",
"FigureCaptionLabel"], "Write your caption"}],
"FigureCaption"]];]