I'm not sure I understood your question, but I think you are looking for something like this:

That can be achieved with a simple usage of the environment tabular like this:
\documentclass{article}
\usepackage{adjustbox}
\usepackage{booktabs}
\begin{document}
\begin{figure}[h]
\begin{center}
\begin{tabular}{ccc}
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}\\
\begin{adjustbox}{max width=.29\textwidth}
my caption 1 [NW]
\end{adjustbox}&
\begin{adjustbox}{max width=.29\textwidth}
my caption 2 [NN]
\end{adjustbox}&
\begin{adjustbox}{max width=.29\textwidth}
my caption 3 [NE]
\end{adjustbox}\\
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}\\
\end{tabular}
\bigskip
\begin{tabular}{ccc}
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}\\
\begin{adjustbox}{max width=.29\textwidth}
my caption 4 [WW]
\end{adjustbox}&
\begin{adjustbox}{max width=.29\textwidth}
my caption 5 [CC]
\end{adjustbox}&
\begin{adjustbox}{max width=.29\textwidth}
my caption 6 [EE]
\end{adjustbox}\\
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}\\
\end{tabular}
\bigskip
\begin{tabular}{ccc}
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}\\
\begin{adjustbox}{max width=.29\textwidth}
my caption 7 [SW]
\end{adjustbox}&
\begin{adjustbox}{max width=.29\textwidth}
my caption 8 [SS]
\end{adjustbox}&
\begin{adjustbox}{max width=.29\textwidth}
my caption 9 [SE]
\end{adjustbox}\\
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}&
\adjustimage{width=.29\textwidth}{}\\
\end{tabular}
\end{center}
\end{figure}
\end{document}
Be aware that this example won't work on his own, the empty brackets {} (arguments of \adjustimage) need just to be filled with your image files.
I let the packages adjustbox and booktabs help me for a better graphical rendering. But that's not strictly necessary. For these cases, the concept is: "use just a well placed tabular!", and that will save you time. I prefer this approach rather than "bothering" myself with floats and automatic layout, because I want to be sure of the output in advance. Anyway nothing impedes you of putting your tabulars or center environments inside a figure environment, if that pleases you.