In the top nav bar, click on the "Profile" dropdown. It will expand.
Click on the ( Menu) icon on the top right corner of the page. The menu will expand.
Then click on the dropdown that says "My Profile". It will expand.
Then click on Upload Photos in the list of links.
You will see a list of the photos you have already uploaded.
Find the photo you want, and type in a caption, and press the "Save Caption" button.