On Wikimedia Commons, (and mirrored on Wikipedia) the photo will have a page, titled something like "File:Example.png", where "Example.png" is the name of the file. First, find that page.
Second, add to the Wikipedia article, at the point at which you'd like the image to appear, wikitext like this:
[[File:Example.png|thumb|This is an example caption.]]
The first part is the filename, the second part "thumb" tells the system to render the image as a thumbnail, and the third part is a caption.