_Yes to all. The captions are the sort that runs on the top or bottom of the image in a dark translucent strip. But there is a feature to add links, and you can re-order, add and delete images any time you like, so those are nice things to make up for the caption limitation . . ..

_    After uploading the images, click on the slideshow and select ADD/EDIT PHOTOS. Click on the speech balloon icon at the top of the thumbnail image to add a caption; click on the link icon to add a link; click on the orange ADD PHOTOS button to add images; click on the trashcan icon above any image you wish to delete.