Unfortunately it is not possible to get the lines to break in the captions of your html feature in Feature builder but if you have an html editor available you can go in and change in the index.html file that you exported from the Feature builder.
In the index.html file you will find a tag that looks like this: "<span>" followed by the caption you have written for that image. To make the line break you will have to put in a break tag "<br />" where you want the line to break. Below is an example on how this is done.
<span>First line<br />Second line<br />Third Line<br />Fourth line<br />Fifth line</span>
It is also possible to put in bold and italic tags, see below
<span>This is the first line<br /><strong>this is the 2nd line and in bold</strong><br /><em>and this third line is in italic</em></span>
Save the changes and check how it looks in your web browser.