In the Slide Show Module, below the image, in the toolbar click on <ABC>, and then on the small double triangle. In the fly-out menu select <filename>.
See screen shot:
You can adjust the location and size of the text. Click directly on the text to make the bounding box visible. Then drag to wherever you want the text, and/or resize the box to size the text.
While the bounding box is visible, the <Text Overlays> panel on the right side is activated. In it you can choose a different color for the text, and also a different font, font size, etc.