It is used to fill the report with caption
Example code
CComPtr<IReports>m_Reports;
HRESULT hr=m_Reports.CoCreateInstance(CLSID_Reports);
CString strSQLQuery = _T(""SELECT * FROM ""+ strTableName);//strTableName Should be a valid table name
VARIANT varSQLQuery;
varSQLQuery.vt=VT_BSTR;
CString strCaption=_(""Some Caption"") ;
varCaption.bstrVal=strCaption.AllocSysString();
m_Reports->FillReportWithCaption(varSQLQuery,varCaption);