Unlike Adobe applications, most other applications – especially on Windows – tend to use an antiquated interface for controlling fonts. So if a typeface you’re using doesn’t have a bold font, it simply won’t be available for use in Illustrator, Photoshop, InDesign, &c. Every font family will have a different number of fonts Adobe applications are very sensitive to this. Together, the whole Caslon font family has six fonts. In the case of Adobe Caslon Pro: there are three weights: regular, semibold, and bold. a menu for choosing a font (a single part of a font family).a menu for choosing a typeface (or font family).If you use standard Adobe applications like Illustrator, Photoshop, and InDesign, you’ll notice that the interface to select a fonts is broken down into two pieces: Word does have the controls you need, but they’re hidden from plain sight in the application interface. Unfortunately, applications like Word still lack easily-available typographic controls to handle anything more than fonts with regular, italic, bold, and bold italic instances. The reason: Caslon has a semibold weight, like many other typefaces available today. The problems you’re experiencing using Adobe Caslon Pro in Microsoft Word for Windows are not unique. This may not be a satisfactory answer, but hopefully it provides a solution and a bit of context.