This may or may not be of use to you - it can get so complicated it's hardly worth it!
You can put a caption* in one or multiple files via the "Process Multiple Files" facility (File menu) but there's a problem.
Now the odd thing is that you can add two things here.... a "Watermark" or a "Caption", but only the Watermark allows you to apply "Custom text" but that will be applied to all the files processed (not what you want I think). Meanwhile, what Elements calls a caption only allows Filename, Description and/or Date Modified. So to get individual captions on each picture, you have to modify the "Description", and that's done, picture by picture, in the File Info feature (File menu). You have to use the Caption box in File Info, not the "Caption Writer" (I've yet to work out how that works).
Best method (although long winded) is to copy the files you want to send into a folder of their own, open them all up and write individual captions in the File Info, save and close them. Then go to the Process Multiple Files tool.... you'll see how you have to select a folder rather than individual pictures.
If you think that's too much trouble, I wouldn't blame you a bit, but it's a method.