To and for is a bit confusing
Thank you very much Neil. I always experience difficulties with to and for.
how are you my name is miss Naarah , I'm single never married, and its my pleasure to write you as well, can i be your friend,reply my mail please do not for get,(email@example.com)
Both "to" and "for" are possible. However, in your particular situation, "for" is better. "Could you come up with a caption for this photo?" ["for" indicates the beneficiary (the thing which will get a benefit). In this case, the photo will get a benefit -- the caption.]
But sometimes "to" would sound better: "Could you add a caption to this photo?" "Without my glasses, I can't read the caption to this photo."