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There are two ways to obtain this result:

Mode 1 (with a single row or column caption): Freeze the caption.

Click on the cell just below and to the right of the row and column that will contain your caption.
From the drop-down menus, select Window > Freeze. If you have either row captions or column labels, you can create a cross freezing by clicking on the uppermost left side cell that does not contain a caption. For example, in a sheet with single row and column captions, choose the B2 cell. The position of all cells above and to the left of the cell where the Freeze was activated will be frozen.

Mode 2 (with multiple row or column captions): Split the sheet.

Click on the cell just below and to the right of the row and column that you want to contain your caption.
From the drop-down menus, select Window > Split. The sheet window will be split. The result is different from Mode 1 because you can scroll all sections of the split window, showing the caption according to your needs.

It is also possible to split a sheet window in another way.

At the top of the right scroll bar and at the right of the bottom one, you can see little black lines. When the mouse is over one of these zones, the mouse pointer changes into a dragging icon. When this icon shows, click and hold down the left mouse button to display a border line in the grid of cells.
With the mouse, drag the line on the grid to the row or column that will contain your caption.
Release the mouse button. The sheet will be split at this border.