Hi

It would help if we knew which program and version you are referring to.

Assuming Movie Edit Pro then the program does not support captioning as such.

You achieve the same thing by adding a suitable Title at the appropriate point in the timeline eg where your chapter markers are, enter your required text and adjust font, font size, weight, colour and 3D effects in the Title entry panel and positioning in Effects tab , Movement effects, Size/Position - you can also add keyframes to move the Title as you require.

HTH

John EB