After inserting at least one image item in the show, you can start adding text items; an important specification is that the text items require an image item to be assigned to.
Add as many texts as you like for every image item (a window opens and you can configure the text, click OK and then click on the green plus again); you can edit them later as well by using the green-pen-like icon. With the red sign you can delete text items, and with the two arrows you can change their order (move them up or down in the hierarchy of the show). In the right side of the slide show structure you can see a preview of every slide which appears as you navigate through them.
The Text Item Settings section
When you want to edit a text item which already exists in the show, click on the green-pen-like icon; the configuration window that will appear will be a little different. It will contain two options for previewing: one for the entire show and another one for the show, starting with the frame where the selected text item resides.
Edit text item window