You can use the Scroll Title macro to add captions to images, figures, and tables in exports.
To use the macro, insert it into a page, highlight it and then select Edit. You can then enter the caption you want to assign to the content and after confirming, move that content into the macro.
You can also further style how the captions are exported – this formatting is done when customizing an export template.
Linking to captions
By editing an inserted Scroll Title macro you can also associate an anchor element which can be linked to. Any links to the anchor element for the caption will be preserved in the export.
To do this, simply select Edit after inserting the macro to a page and then define the text for the anchor in the Anchor Name field. Following this, you can then add a link to the same Confluence page and/or a page in the same space which directs to the anchor for the caption. For more information about adding Anchors in Confluence please see their related documentation.