The Slideshow - Dissolve, and Slideshow - Blinds Galleries will show captions, but not the Slideshow Wide gallery type.
The Slideshow wide gallery type does not support showing captions, that gallery type is intended to be a bare bones gallery type.
Your friends over here at WebAssist! These Dreamweaver extensions will assist you in building unlimited, custom websites.
These out-of-the-box solutions provide you proven, tested applications that can be up and running now. Build a store, a gallery, or a web-based email solution.