It's not possible to add captions for images in Confluence at this time without use of an add-on. We do have a feature request for this that you're welcome to vote on and watch for future updates:
There does appear to be an add-on in Marketplace that could help you with this:
If you have Confluence Server you could give that a try and see if it works out for you.
Let us know if you have any questions.
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