Sliding Door Theme Issues

I sure would appreciate some help today from someone ??

I am using the Sliding Door theme at: https://www.celebrateluray.com
I put in a photo with a caption. It shows when I am editing it. When I go to the site. There is NO CAPTION on the photo. How do I fix that?

The other issue is: the page titles had a nice drop shadow showing in Firefox and Chrome. But in IE…no shadow? Does anyone know where in the style sheet I can change this or fix???

Also. it has a widget for a second side bar..but when I put something in the spot nothing shows up?????

Thanks for any help you can provide me…I do really appreciate it as I learn this stuff.:-)