By default, featured images do not show their captions. You can enable the caption to show by taking the follow steps in the post’s appearance settings.
- Open the Appearance settings on the post by clicking the little paintbrush in the top right corner.
- Open the Post Options section. The ‘hide featured image caption‘ will be selected by default.
- Click the toggle to un-select it.
- The copy displayed in the caption is the ‘caption’ field in the media library.
- The caption will be displayed at the bottom of the featured image, on the left hand side, with the copyright on the right.