Thank you so much @cderv.
Yes, the caption is needed. Meanwhile, how about the footnote that specifically explains some content in the table and usually appears just below the table? After searching a while, I'm not sure whether it could be achieved in the Markdown table.
Thanks for the package recommendation. I'm drafting manuscripts using Rmarkdown and need to generate word documents to collaborate with my supervisor. Thus, the flextable package might be my focus.