caption for lightbox gallery

How do I get a caption for the image to appear when using Lightbox gallery? There doesn't appear to be a caption field under look and feel or options.

You add a Data- attribute to the link i.e. data-title="My caption"

Take a look at the "Initialize with HTML" section.

< a href="images/image-1.jpg" data-lightbox="image-1" data-title="My caption">Image #1</a>

You can "add" attributes in the Attribute pane by opening the HTML pane (bottom/middle/left).