Pages offers no automatic captioning of photos, or means to automatically identify them for a table of figures — as would MS Word, or LibreOffice Writer. You would have to insert a text box, and manipulate it into place below each photo, and add your textual content. Any image that you group this caption too — will lose its Placeholder image status, and that derails drag and drop of future images onto it — until you ungroup the text box caption from the Placeholder image.
Only default text boxes have transparent backgrounds, and the entire body text that you would be adding the collage too is not transparent, nor is there a way to make it so. Every single image, or text box that you insert into the document must have its text wrap set to None in the Arrangement panel in order that you can actually adjoin them.
Bottom-line, Pages is not the best, or even practical tool for collage building. I have no alternative suggestions.