You know, today I was conducting an InDesign training course near Tower Hamlets and one delegate asked about image captions in InDesign. Now I've seen a lot of sites that talk about accomplishing this with scripts etc. But that's way too complicated for me. So try the following:
First create a new master page and place 1 image placeholder using the rectangle frame tool:
You can now add a text box along with a white backing to lift the text off the page. (Make it easier for you to read the text).
Now, click in the Text Box and do the following:
Type - Insert Variable - Text Variable - Image Name
Note that the text "No Intersecting Link" appears.
This is because:
a) We haven't put an image in the nearby placeholder.
b) This is still the master page and it would be a waster of a master page should we put the image here.
Now, select and group the three items, the placeholder, white rectable and the textbox. (You'll find group on the Object Menu).
Duplicate the group so that it fills the page, it should look sort of like:
Almost there. Now apply the master you've just created to any page, so you can see the image placeholders.
Swap to the page to which you've just applied the master to and then hold Ctrl & Shift and click on the top left placeholder.
Place (Ctrl & D) an image and see the name of the picture appear in the text box.
There you have it. Of course after creating this master that will automatically put names in Text boxes you can fit the image. (Ctrl & Shift & Alt & C) or right click on the image and goto fitting - fill frame proportionately. You can also make the rectangle semi-opaque (or semi-transparent depending on what side your coin lands) like I have above.
Just one suggestion more which is now that you have a master page. Use it, Don't change the box or font on the actual page. Do it on the master. That way will help you to maintain consistency across your document.