How to put captions over the video?

You can duplicate that in Premiere Pro by either importing graphics created in Illustrator or Photoshop and adding fade in and fade out transitions, or you can use Premiere Pro's graphics engine to create title slides. There is no reason at all to use After Effects for such a simple edit. It's just a waste of time.

I think you already asked this question. If that was you, then this is basically the same answer again.