A caption is just a title, unless you want to use a fancy builtin lower third caption, which is still a title on a coloured band, possibly with some animation.
Select an object. Click on the T (or do a Ctrl+T) to place a title. Type the title in the blue box, click the check mark to close the box. You can move the title object to another location on the timeline by dragging it. You can move the title box to another location on the screen by dragging. You can change the text by double-clicking on it. You can modify the parameters in the title dialog that opens at the upper left of your screen.
In the case of Captions under the Title tab, if you don't have any, then you probably didn't install everything. Go to Help, Free download, and select and install everything on the list. I have about 29 captions in my Captions folder.
If you're using the trial version, then you can't download anything until you buy MEP and register.