It is not being added automatically. But if you modify your theme image links to display caption or description in link title attribute (prettyPhoto, FancyBox) or image title atribute (Swipebox), you’ll achieve a desired effect.
How to Get Support
After you register and login to the site, you may post all plugin support questions in the Support Forum.
If you need to provide private info, please create a ticket and then reply to it using Set as private reply option.