A family photo screensaver that shows file names
Use the Photos slideshow in Screensavers by Zaweba: choose the folder, set seconds per photo and turn on Show file names to caption each picture.

Family photos with captions take three settings in the Photos slideshow of Screensavers by Zaweba. Add the folder of family pictures, choose how many seconds each photo stays up (anything from 3 to 30), and turn on Show file names. Each photo then appears with its file name on it, so a picture saved as Grandma at Whitby 1998.jpg carries that caption.
The captions come from the file names, which means the work that makes them good happens in File Explorer rather than in the screensaver. That's worth ten minutes before you start, and this article explains how to spend them.
Getting the captions right first
A camera calls a photo something like IMG_4381.jpg, and that is not a caption anyone wants to read across the room. Before you point the screensaver at the folder, rename the photos you care about with who, where and roughly when. Keep names short enough to read at a glance. A name like Sam and Ella, beach, 2019 works better than a full sentence.
Work on a copy of the folder if you'd rather not touch the originals. The screensaver only needs to read the pictures, so a folder called Family slideshow with copies in it works just as well and keeps your archive untouched.
Setting up the slideshow
Open Screensavers by Zaweba and choose Photos slideshow from the list. With no folder chosen it uses your Pictures folder, which is rarely what you want for a family display, so add the folder you prepared. You can add more than one folder if the photos are spread about.
Set the seconds per photo. Five or six seconds suits a screen you pass by; something nearer 15 or 20 suits a screen people sit and watch, such as a television in the lounge. Then decide on pan and zoom. With it on, each photo drifts slowly, which feels more like a documentary. With it off, the photos sit still and the captions are easier to read. Turn Show file names on and watch the live preview to check the captions look right.
Showing only the best ones
If you sort your pictures in Disk Sort by Zaweba, the slideshow can use Disk Sort's last folder and show only the photos rated 4 or 5 stars or picked there. That's a tidy way to keep a slideshow to the good ones without making a separate copy. Disk Sort's files are only read, never changed, so nothing you set up in the screensaver alters your ratings.
Putting it on the screen
Press Preview full screen to see the slideshow as it will look, captions and all. When it's right, press Use this screensaver. The screensaver is built into your Windows profile without administrator rights, and Windows' Screen Saver Settings opens so you can select it and set the wait time.
For a photo frame on a spare monitor, the several monitors setting lets you run one on each monitor, stretch one across them all, or keep the main monitor only with the others black. On a laptop, the battery saver in Install and options blanks the screen instead once the charge drops below the level you choose, 25 per cent by default, so an evening of family photos doesn't flatten the battery.
Small things that help
Keep the folder to a few hundred photos rather than every picture you've ever taken, so favourites come round often. Rename a batch at a time, and add new photos to the folder as they arrive: the screensaver reads its settings and folder when it starts, so there's nothing to rebuild.
If a caption is wrong, fix the file name and the next time the slideshow runs it shows the new one.