Click on the ABC button in the toolbar while in Slideshow module. This should open a white text entry box right of it, in the toolbar.
By default it is labeled as "custom text", but can be switched to display metadata, e.g. "caption" or "title" - far more useful for a slideshow, because you can re-use the metadata you have entered in Library module, specific for each image.
Then a new textbox is placed on the slideshow window and can be adjusted for size and location.
(also Win7-64, LR4.3)
Thank you for replying again. I have left-clicked and right-clicked - still with no results. One further comment; I have noticed that the Text Overlays panel is grayed out with no response other than to check-uncheck the Text Oerlays checkbox.