Captions and Images Not Uploaded

I have various directories on my website where I store images, but I call a reference to those in wordpress using the img tag with a URL. I know that you can add a caption to anything you upload to WordPress itself, but is there a way to add a caption to an image that’s not directly stored in wordpress? I’ve tried adding:

[caption caption="Text Here"]Image[/caption]

However, nothing displays. After I figure out how to do this, I will have to figure out how to shift that caption up over the image instead of below, but I’m sure that’s fairly simple CSS.