Hello @fieldinga,
In the Free version of the theme, the slider can only be set using the pages and the caption on the slider comes from the content area of the page that you have chosen to display in the slider.
So to add/edit the caption that appears in the slider just go to individual page edit screen and change the content included in the content area of the page.
Screenshot:
https://prnt.sc/ihmzaq
Hope this helps.
Best Regards!!
Have a good day 🙂 .