Some of my MO answers have figures in them. How do I add captions and tags to them?
One way to approximate a figure caption is to add this immediately after your image:
<br /> <sup> Figure caption here. </sup> <br />
The br breaks to a new line. The  's tab in horizontally. The sup's make the tex smaller (superscript). For example:
Random vectors in a disk: MSE post.