You should definitely include information about the photos.
If they are digital, IMO the best way is to print them two to a page (regular A4 size paper) using Word. That way you can write a detailed explanation next to the photo. Include who is in it, where and when it was taken, and what it is showing. For example: This is Bob and Mary standing in front of the Eiffel Tower during their honeymoon trip to Paris. Photo taken March 3, 2010.
The visa officer wants to be able to look through the photos quickly - Post-It notes can fall off. I hope you don't have to go to an appeal, but if you do, anything written on the back of the photos will be lost - they photocopy all the evidence in the file to send it to the appeal board, but they don't bother photocopying the backs of the photos.