That works and will probably suffice for my purposes, since I just want to put them in a distributable document. I placed the {caption} variable in the header section when I printed to pdf. Each image was printed on a separate page with the caption above it. I also was able to open it up in Word with the exact same results, allowing me to edit it further if I needed to.
Thanks for the tip. I have not used the print to pdf before, only export. It was a real help.