Caption is the name that displays in the title bar at the very top of the report.
In the example below, the Caption field was edited to display "Suppliers Report".
When you view the Form just as a user would, it would look like the example below:
As you can see there is a title bar at the top of the report and it displays the value that was set in the Caption field.
When you return to the Properties window for the Report object, you will see the SQL details in the Record Source field.
Adding Objects to the Report >