To add caption text below each photo in your Photos grid feed simply add the following to the plugin’s Custom JavaScript section (Facebook Feed > Customize > Misc):

setTimeout(function(){
$('.cff-album-item').each(function(){
$self = $(this);
$self.append( '<p style="padding:5px;height:100px;overflow:hidden;">' + $self.find('.cff-lightbox-link').attr('data-title').substring(0,100) + '</p>' );
});
}, 50);

You can adjust the 100 value to show more or fewer characters from your caption.

To add captions when hovering over the photos instead, simply use the following snippet:

setTimeout(function(){
$('.cff-album-item').each(function(){
  $self = $(this);
  $self.find('.cff-photo-hover').append( '<p style="padding:5px;height:100px;overflow:hidden;color:#fff;">' + $self.find('.cff-lightbox-link').attr('data-title').substring(0,500) + '</p>' );
});
}, 50);