How can I add caption to an image from the internet that I set as my wallpaper?

I want to set image from NASA website as my wallpaper and add a caption to it. How can I do this?How can I add caption to an image from the internet that I set as my wallpaper?
Open the image in Photoshop, insert the text you want then save it as a jpg and use the saved image as your background image.How can I add caption to an image from the internet that I set as my wallpaper?
right click the image, click copy. Open Microsoft paint or another image editor. Paste the image. Add the text. Save the image.