it depends on what program you have - I use Microsoft Picture It. There is a free program out there you can try for 15 days by Arcsoft that you can download and add captions with
go here -
http://www.arcsoft.com/en/products/photoimpression/
then DOWNLOADS - then Software Trials - click on Photoimpression trial
If you have a picture and need me to caption it -send me the pic and what you want to say and I'll be happy to make it for you