Photo captions matter and you should always use them to tell a story: Two examples for you.
This image, from The New York Times, and its caption, appeared in a story right about the time Jamal Ahmad Khashoggi, a Saudi Arabian journalist and The Washington Post columnist, went missing after visiting the Saudi Arabian consulate in Istanbul on October 2 of last year. Soon enough, the World learned that Khashoggi had been assassinated in the consulate by state agents. According to the CIA the crown prince of Saudi Arabia ordered the assassination.
A caption to fight and ridicule censorship
When a military officer prohibited the Chilean Cauce magazine of publishing images of the dictator Augusto Pinochet in 1984, the magazine replaced the cover photo of Pinochet with an empty white rectangular space. The magazine did the same for each forbidden photo in its pages: white blocks with photo captions.
The caption reads:
S.E. (Your Excellence) Captain General Augusto Pinochet Ugarte, who turns 11 in command of the country
(Note: His image disappears by express order of the zone chief in emergency state Metropolitan Region and Province of San Antonio, Major General René Vidal Basauri.)
