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How do I add a caption to a table?

You can add a caption to a table by wrapping the tabular environment in a table environment:

\begin{table}
\begin{tabular}
...
\end{tabular}
\caption{\label{tab:table-name}Your caption.}
\end{table}

Note that the table environment will also let the figure 'float' to where LaTeX thinks it should go. If you want more control over figure placement, you can use placement specifiers as described in this section of the LaTeX Wikibook.