documentclass{scrbook}
begin{document}
listoffigures
chapter{Lorem}
begin{figure}[htb]
  caption{1st lorum figure.}
end{figure}
begin{figure}[htb]
  caption{2nd lorum figure.}
end{figure}
chapter{Ipsun}
begin{figure}[htb]
  caption{1st ipsum figure.}
end{figure}
begin{figure}[htb]
  caption{2nd ipsum figure.}
end{figure}
chapter{Dolorem}
appendix
chapter*{Appendix}
  renewcommand{thesection}{Alph{section}}
  renewcommand{thefigure}{thesection.arabic{figure}}
  section{Lorem (Supplemental)}
    begin{figure}[htb]
      caption{3rd lorum figure.}
    end{figure}
    begin{figure}[htb]
      caption{4th lorum figure.}
    end{figure}
  section{Ipsum (Supplemental)}
    begin{figure}[htb]
      caption{3rd ipsum figure.}
    end{figure}
    begin{figure}[htb]
      caption{4th ipsum figure.}
    end{figure}
  section{Dolorem (Supplemental)}
end{document}