You've already read about adding page number cross-references based on heading styles. (See the post Adding an Electronic Page Number for a Cross Reference.) You can use the exact same steps to add page number cross-references to default labels like Figure and to labels you've added like Census.
In the Cross-reference dialog, when you select a reference type, for example, Census or Figure, Word lists every caption you've entered using that label.
In the field Insert reference to, select Page number to have Word insert an electronic page number, and then select the caption from the list, and click Insert.
In addition, you can select a text option to insert caption text in the field Insert reference to. If you have occasion to change caption text, Word updates the text any place you've added it as a cross-reference as part of the normal update process (Ctrl + A, and then F9...Update entire table.)
The first time I can find the McKee family in the United States is in the 1855 Illinois State census. See Census 3: 1855 Illinois State census on page 135. Since the family appears on the 1851 English census, I'm assuming they emigrate to the United States between 1851 and 1855.
The text that is bolded in the sentence above would be electronic cross-references that you inserted using the Cross-reference dialog. If you go to page 135 and change Census 3: Illinois State census to Census 3: Illinois State Census, Randolph County, you don't need to locate every place in the document that you've added the text cross-reference. Just update the document and Word will make the changes for you.
Spending time practicing this particular skill is worthwhile because it can save you time and trouble when your documents get larger and you're editing it in fits and starts. You won't remember every place you've added a cross-reference, but if you've taken the time to set up electronic cross-references, you don't have to because Word remembers it for you.