You'll probably hear from experienced ePub users here, that ID generated file is just the starting point. You'll have to make refinements tweaking the CSS and XHTML files with an editor of your choice. That said, for a regular book with normal content of text and images you should be able to get a decent ePub file if you prepare properly your print book file.
1) To separate sections you need to use tagged paragraph styles: Paragraph Style Options/Export Tagging/Split Document (EPUB only). For the images, one way to do it is place them so they flow with the text.
2) My experience is with captions manually entered below the image (with just a paragraph style applied to them). They show correctly in ePub.
3) I think the idea of ID having export-directly-to-ePub feature is to use the print book file (with some adjustments) to generate the ePub.
There is a lot to learn regarding ePub formatting. I myself am in the early stages. But once you start learning the basics, is gratifying.