Instructions
To display the caption or link or caption and link on the image, please follow the below steps.
Make sure you have the attachments linked to the current page or any page within a space in your instance
Now navigate to that page and click (…) → Attachments and you will be landed on this page shown below. Then click on properties and add the comment in this format name | https:somelink and save. If you would like to add labels you can but it is optional
Now navigate to the page where the Image Slider macro is inserted and click on it to edit it. Select the image and click close. Now select the caption or link or caption and link as highlighted
In the preview, you will be able to see the caption and link as per my configuration. Save it and see the actual image on the page
Note: Attachment labels are useful when you would like to filter the attachments using specific labels. The labels can be found in the first screenshot.