Senior Member. By default, captions, keywords, etc. are stored in the Lightroom data base. You can turn on an option that causes Lightroom to also write this information to the files themselves (except for Raw, in which case Lightroom writes this information to sidecar files).
For More Information Please Refer: https://www.lightroomqueen.com/community/threads/where-are-captions-and-keywords-stored.5622/