It's amazing how when you are wading into a new application that is so unfamiliar that may you inadvertently dig holes against your progress.
I understand what you are saying and did notice one photo that did have a caption displayed, but it was from a 5 years ago so I must have used the Windows file editing, as you mention, to add it there and then.
In the meantime I've been hunting for a freeware tagger that is easy to use, and, effective. Its XnView which is an Irfanview look-alike but hopefully effective. (not tested as you'll read next)
So I start off by going into each photo and removing all the metadata I placed in the 6 test photos last night (that didn't work). Then I edited in new title and description .
Next I started up JBPro and was AMAZED to see a simple yet hugely welcome caption editing dialogue and editing option.
Clearly Irfanview captions both aren't recognised, as you say, but also stop that caption facility in JuiceBox from even appearing.  I never saw (maybe 'noticed') it previously although I saw reference to it in the guide and as you haven't referred to it thought it didn't apply under my installation for some reason. I appreciate the benefit to be able to use IPTC data if it is already exists in the users library.
.
I just mention all this in case it helps anyone else new to the application but having similar difficulties.

Good stuff and all's well. Thanks for your help.

I've set the captions to IPTC selections but although I can see the overlay there is no text.

I'm very unsure about this but I tried using Irfanview to add IPTC title and description, and have saved it in the photo file but it doesn't show in my Gallery.

Can anyone set me in the right direction? I seek caption capability as I see in the Pro demos.

Thanks  That omitted slash was not intentional, I had tried so many options and when I added that  baseURL line the gallery popped up on my second monitor. Just as well it didn't matter, I guess, but I do know about the requirement, but I had used a cut and paste which didn't include that slash.. but would have eventually if it happened actually worked as it was. all's well.

Great product, top support.. thanks again.

Finally, after a lot of dead endings got it to work.

This is the code that Juicebox displays on Publish.
<!--START JUICEBOX EMBED-->
<script src="jbcore/juicebox.js"></script>
<script>
new juicebox({
containerId: "juicebox-container",
galleryWidth: "100%",
galleryHeight: "100%",
backgroundColor: "#222222"
});
</script>
<div id="juicebox-container">
<!-- Image gallery content for non-javascript devices -->
<noscript>
<h1></h1>
<p></p>
<p><img src="images/IMG_9392.jpg" title="IMG_9392" alt="" /><br>IMG_9392 </p>
<p><img src="images/IMG_9354.jpg" title="IMG_9354" alt="" /><br>IMG_9354 </p>
<p><img src="images/IMG_9366.jpg" title="IMG_9366" alt="" /><br>IMG_9366 </p>
<p><img src="images/IMG_9370.jpg" title="IMG_9370" alt="" /><br>IMG_9370 </p>
<p><img src="images/IMG_9374.jpg" title="IMG_9374" alt="" /><br>IMG_9374 </p>
<p><img src="images/IMG_9385.jpg" title="IMG_9385" alt="" /><br>IMG_9385 </p>
<p><img src="images/IMG_9387.jpg" title="IMG_9387" alt="" /><br>IMG_9387 </p>
</noscript>
</div>
<!--END JUICEBOX EMBED-->

But nowhere does it mention BaseUrl.

Eventually I noticed it did in a script example on the "Using an External Gallery Folder"

So I used that and came up with..

<!--START JUICEBOX EMBED-->
<script src="/wp-content/uploads/juicebox/test_13/jbcore/juicebox.js"></script>
<script>
  new juicebox({
    baseUrl : 'wp-content/uploads/juicebox/test_13/',
    containerId : 'juicebox-container',
    galleryWidth : '800',
    galleryHeight : '600',
    backgroundColor: '#222222'
  });
  </script>
<div id="juicebox-container"></div>
<!--END JUICEBOX EMBED-->

Which worked straight off.. Please correct anything that is not proper.

I've probably learned a good deal about the process by trying everything out but as with anything to do with Wordpress or Joomla (our other webs use that) it is a bit daunting for the novice to understand enough of new processes to get there.
I was beginning to fell like I should have stuck with the Lite version in jAlbum since it does all this sort of thing for you. But, nothing ventured nothing gained, so I'm happy to be able to use all the additional features that attracted me to Pro in the first place.

Thank you for l your understanding of such user  problems and for the excellent guides.

I've created a gallery, ftp all files to my server under..

wp-content/uploads/juicebox

in it's own sub-folder in the juicebox folder.  I've set permissions for both folders to 777.

Yet when I start a post and click on the Juicebox plugin the resulting screen does not find the folder.

My Theme is 'First' but even using Twenty Thirteen it still comes up bare.

Clearly it's me, but try as I may I can't find a solution.