How can captions be displayed in Photo slideshow

You have manually to add a title slide to each photo in the slideshow by clicking the "+" button at the and of the film strip. You cannot add the captions automatically. It is a lot of work in Photos.

To add a Title slide:

• Select a photo in the film strip.
• Click ➕ at the end of the film strip, then click "Add Text".
• Now enter the caption into the Title slide. You can open the Info panel for your photo with ⌘I and copy and paste the title from the Info panel to the text field in the title slide.

Tell Apple what missing features you'd like restored or new features added in Photos via https://www.apple.com/feedback/photos.html.