Sorry but right now, the only way to create a caption for a photo is via the Text button in the Tools tab on the toolbar. By default, the new text box will appear in the center of the image. To move the text, drag the text box by its edges the desired location. To change the size of the text area, drag the sizing handles (arrows) around the text box. You can also rotate the text using the rotate handle.
It would be a good suggestion though which you can submit via this link.