Pete – The default contact form just comes with a simple human check which looks for an answer to a simple mathematical question and if incorrect, errors out. No captcha support integrated for this native contact form.
If you need captcha support, I would ask you load the contact form 7 plugin (the theme supports it by providing the required styling). It’s pretty robust and has lot more functions including integration with another captcha plugin (the contact form 7 plugin comes with the required instructions for this). Thanks