Put the picture
inside a minipage
. This will allow it to be included in a figure
environment, which will therefore allow a \caption
.
\documentclass{article}
\usepackage{lipsum}
\begin{document}
\lipsum[1]
\begin{figure}[ht]
\centering
\begin{minipage}{1.3in}
\begin{picture}(185,90)
\put(0,0){\framebox(30,30)}
\put(30,0){\framebox(30,30)}
\put(60,0){\framebox(30,30)}
\put(0,30){\framebox(30,30)}
\put(30,30){\framebox(30,30)}
\put(60,30){\framebox(30,30){\Large{\#}}}
\put(0,60){\framebox(30,30){\Large{\#}}}
\put(30,60){\framebox(30,30){\Large{\#}}}
\put(60,60){\framebox(30,30){\Large{\#}}}
\put(15,45){\vector(1,0){30}}
\end{picture}
\end{minipage}
\caption{Here is my caption.}
\end{figure}
\lipsum[2]
\end{document}

Following up on the OP's comment, one can, in order to get multiple images on a single line, place adjacent minipage
s on the same line, as long as they don't exceed the \linewidth
.
\documentclass{article}
\usepackage{lipsum}
\begin{document}
\lipsum[1]
\begin{figure}[ht]
\centering
\begin{minipage}{1.3in}
\begin{picture}(185,90)
\put(0,0){\framebox(30,30)}
\put(30,0){\framebox(30,30)}
\put(60,0){\framebox(30,30)}
\put(0,30){\framebox(30,30)}
\put(30,30){\framebox(30,30)}
\put(60,30){\framebox(30,30){\Large{\#}}}
\put(0,60){\framebox(30,30){\Large{\#}}}
\put(30,60){\framebox(30,30){\Large{\#}}}
\put(60,60){\framebox(30,30){\Large{\#}}}
\put(15,45){\vector(1,0){30}}
\end{picture}
\end{minipage}
\begin{minipage}{1.3in}
\begin{picture}(185,90)
\put(0,0){\framebox(30,30)}
\put(30,0){\framebox(30,30)}
\put(60,0){\framebox(30,30)}
\put(0,30){\framebox(30,30)}
\put(30,30){\framebox(30,30)}
\put(60,30){\framebox(30,30){\Large{\#}}}
\put(0,60){\framebox(30,30){\Large{\#}}}
\put(30,60){\framebox(30,30){\Large{\#}}}
\put(60,60){\framebox(30,30){\Large{\#}}}
\put(15,45){\vector(1,0){30}}
\end{picture}
\end{minipage}
\caption{Here is my caption.}
\end{figure}
\lipsum[2]
\end{document}

Best Answer
The caption package provides many enhancements: for example
Reducing the caption to the figure width seems not a good idea in general, particularly if a couple of figures are on the same page or on facing pages. On the other hand reducing the width and maybe the font size can be a good typographical device to isolate them better from the context.