Select the images and then choose "Edit" at the top of the form and click on captions.
Now in the dialog box add/edit the text you want for your caption and click "OK"
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Note: you can also add/edit captions on images individually in the photo viewer. Select the image you want and then click on the picture frame "View" icon. When the image loads click in the captions or notes dialog boxes and add/edit your information and then click the "Submit Changes" button to save. (You can also edit your search fields for the image from here as well)