How can I create crosslinks for captions of an embedded picture? [closed]

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It should work just as with 3.4.5 - when you insert the caption using Insert|Caption (and thus used the corresponding fields), the image should be listed in Insert|Cross-reference… → Cross-References → Type "Illustration" (default type that is chosen when inserting a caption for an image). In the Selection area pick the desired target (there is a bug that the first letter is cut off in that list - it displays "llustration 1" instead of "Illustration 1", but that bug doesn't affect functionality.

There is a slight possibility, that there's a bug with Hungarian translation, so it would be interesting if it works when you switch UI language to English in Tools|Options → Language Settings → Languages. If it works in English UI, but doesn't work in Hungarian UI, please file a bug-report. If it also doesn't work in English UI, please provide a sample document where you inserted a caption already.