Thank you for your reply!
I would only have posted if I had already checked your website. So, what that means is that I did not see a way to have a slideshow with a caption. It doesn’t mean it’s not there, it just means that I did not find it.
The reason that I use this forum is that others may be wondering the same thing. By posting here, they can benefit from the answer! Although you did not explicitly say so, I’m assuming then that NextGEN Plus offers slideshows with photo captions, but the free version does not. Would you mind confirming that?