The Duplicate button looks like a picture on top of another duplicate picture. Go to the Advanced Picture Fixes section. Select the thumbnail picture that you want to export. A dialog box prompts you to name the location you want to save the picture to. Name the picture and select the file type to save the picture as.
Caption is descriptive text which can be entered on a per-photo basis.
It is used when playing a slideshow. It is also visible on the large version of the photo on View and Fix page. The text displayed under the thumbnail in the photo browser on each page is the filename for the photo. It also selects that Wallpaper as your current Wallpaper design. Within the Wallpaper window, you can pick a new Wallpaper for your desktop and click Apply.