Feature Image Caption

I need to add a caption to a featured image on the blog. When I click on the + sign, I see the feature image already has a white bar at the bottom of the image which I assume is space allocated to place a caption. I’ve put the caption data in the image file in the media library. I just can’t figure out how to make the connection to pull that data out of the library and place it under the image. I’m sure this isn’t rocket science. I even asked one of your paid developers to help me do this and she couldn’t help.

Please help.

Thanks.