Anything can be captioned. Also captions are not real, correct captions but just a paragraph below the element (bothe wrapped into a div)

#+CAPTION: captioned soure block
#+BEGIN_SRC sh
echo "i have a caption!"
#+END_SRC

#+CAPTION: captioned link (video in this case)
[[my-video.mp4]]
note that only that one line is captioned, not the whole paragraph

#+CAPTION: not happening!
also, normal text lines can't be captioned