If you want to add captions to pictures already on your site you will need to re-insert the image so that the html can grab the caption
ie…
[caption id="attachment_49" align="alignnone" width="300"]<img src=”http://royalmarineskitstore.com/wp-content/uploads/2014/10/male-watch-188780_150-300×247.jpg” alt=”Watches” width=”300″ height=”247″ class=”size-medium wp-image-49″ /> Watches[/caption]
Notice the [caption id"..."]