Facebook supports the notion of captions with photos, as does Windows Live Photo Gallery, but the captions for photos in WLPG are not included in the transfer to facebook.
Steps to repeat:
- Select a photo in WLPG
- On the Info pane, click where it says "Add Caption" and enter a caption for the photo.
- Select Publish > LiveUpload to Facebook and upload the photo to a facebook photo album
- Review the photo on facebook and note that no caption is provided.