maxCaptionHeight is a pixel value (rather than a number of text lines). If you have set your gallery's maxCaptionHeight to only 5, this will not be large enough to display your caption text. Try increasing it. (The default value is 120.)
When you select 'Images -> Captions -> Use IPTC Caption', JuiceboxBuilder-Pro will extract the IPTC Caption embedded within each image and use it as the image's caption. If there is no such data embedded within the image, the caption will be blank.
(If you use Adobe Photoshop to enter your IPTC data, then use the IPTC Document Title field for the Juicebox title and the IPTC Description field for the Juicebox caption.)
If you click on a thumbnail on the 'Images' tab, you can enter custom text for the image's caption.
If none of the above helps and you still do not see captions in your gallery, please post the URL to your gallery so that I can take a look and hopefully help further.