Photos: Captions
The easiest way to caption photos is to log in, find the Photo Tools Menu, and select Edit Captions/Keywords (Bulk).

You'll see the original file names of the photos you uploaded beside each thumbnail. They are there for convenience but 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!