jAlbum can back up all album project settings, including image captions, titles and applied filters. These settings are packed into a small file called "lifeboat.zip" and uploaded along with the album folder structure when you upload an album. This option can be switched off under Preferences->Album). If you wish to use another tool other than jAlbum you can use "Tools->External tools->Create project backup" first to have the lifeboat.zip file written to the local album folder.
Let's say disaster has struck and your local hard disk has crashed. If you have included the lifeboat.zip file when you uploaded your album, then you have a good backup to retrieve your jAlbum settings from the server you uploaded to. Connect to the relevant server using "Tools->Upload/Manage", you will now see the folders (albums) of the remote server listed in a window.
Just right click on the album folder to restore and select "Download". jAlbum will ask you where you wish to store the album on your local disk and then download the album settings files.
Even though this operation helps you to retrieve your settings after a disaster, you will still have to perform some steps to recreate the album project that was the base for this album (so you can update it in the future):