The easiest way to caption photos is to log in, find the Tools Menu near the top of most gallery pages and select Caption/Keyword.
You'll see the following:

The original filenames of the photos are displayed for convenience, and cannot be edited. They can, however, be displayed as captions in your galleries. See the Customize Gallery help section.
Your caption may be up to 65,000 characters long, so go ahead and tell the whole story. Want fancy captions?
Keywords? They're hot!
Use quick entry — you'll love it!