Not every skin support captions and description, but for the one that does follow these instructions:
You can get to this page either when creating your Cincopa gallery on step 3 or from Galleries page and then click 'Upload Files' or 'Text & Reorder'
2. Edit the caption and description
NOTE: Please pay attention for changes to be "Saved" before leaving the page.
3. To remove the item from your gallery click "Remove item from gallery". You can also undo remove if the item was removed by mistake.
The changes are saved automatically
The gallery is now ready.
Note: There is no need to embed the gallery again in your page, the changes will be reflected after you reload the webpage your gallery is located at.