Click the slideshow's play button.
Then look for a button in the bottom, right hand corner. It will look like this:
Click this button to make the photo slideshow full screen.
Once the slideshow is in full screen mode, you will see several options in the top, right hand corner of the screen.
Click the one that reads "Show info" to display the photo captions.
You can use this same option to remove the photo captions.
Still can't see the captions? Email email@example.com for questions.