If you click the ellipsis [...] button of the Columns property, this opens a Columns editor which allows you to add columns.
Having added the columns you want, select one of them in the object tree (the pane at the top of the Object Inspector).
Among the column's editable properties is Title.
Beside the Title property is a small + or chevron icon, which you can click to open its subproperties. One Title subproperty is Caption.