Figure Caption jupyter notebook

Notebook nbconvert
6

The easiest then is to use figtext(), see here.
Example incorporating your code:

from matplotlib import pyplot as plt
import numpy as np
x=np.arange(-10,10,0.1)
txt="Figure 3. Values collected by user4545 are plotted."
plt.figtext(0.5, 0.01, txt, wrap=True, horizontalalignment='center', fontsize=14)
plt.plot(x,x**3);