Captions are assigned as part of your content's metadata. We provide an overview of editing content metadata (including captions) here. Captions assigned in Director are used with the slideshows Director publishes, and when loading Director's content remotely in one of the SlideShowPro Players.
If using SlideShowPro Player for Lightroom by itself (and loading content from your Lightroom Library) you can setup static or dynamic titles and captions through the "Titles" and "Captions" inputs.
SlideShowPro Player for Flash / SlideShowPro Player SWF
If using :stapi: or Standalone by themselves (without Director), all caption text is retrieved from the XML file you load. We provide instructions for doing so [here].
Modify the Captions Elements parameter to selectively choose which element you wish to include.
Support for HTML is limited, but you can do a few basic things. Click here for instructions.