Hey Renato,
first of all, thank you for the purchase!
In case you are using images uploaded to the WordPress media gallery, the captions are taken from the “Caption” field of the images; if, however, you are using images uploaded manually via ftp into a certain folder, captions are extracted from the IPTC caption field of each image (in some cases called “Description” as well) – e.g. in Adobe Fireworks you can input this field in the “File -> File Info” menu, “IPTC” tab.
Sincerely,
Andrew / Satori Studio