This is an example of a caption. Captions can easily be styled with your own CSS and can also contain HTML.
Captions can also be set to hide between image transitions. In this example however, captions are set to be visible all the time.
This image has both a caption and hyperlink. The next four images also also linked (but have no captions).
Note that in this example, the thumbnails have been set to 'buttons' and the styling has been applied via CSS.