Menu: View→Interface Properties→Typefaces→Figure Captions
Select a typeface for figure captions.
All captions are displayed with the same typeface, but each caption can be displayed in a different font. See To change the font for a figure caption.
Programming
In Amos Graphics programs, you can select the first item in this ComboBox as follows (Visual Basic):
Dim aComboBox As Windows.Forms.ComboBox = pd.GetComboBox("InterfacePropertiesForm", "ComboTypefaces_Captions")
aComboBox.SelectedIndex = 0