Yes, Settings / Photoblogger / Main content / Images / Caption template controls what to display below the thumbnails. You can choose "Empty" from the presets, or choose anything but "Below" as Caption placement to display only on mouse over.
Settings / Lightbox / Caption/Buttons / Caption template controls what to display below the lightbox image. Choose e.g. Title + Comment from Presets.
You can enter Titles and Comments in Explore mode choosing Title or Comment view, or even simpler by using the Details view, which shows both.