I looked at stackengine and found it too cumbersome. I figured one could use Tikz to place the pictures anywhere easily, using either absolute or relative coordinates. Using pdfscreen gives you complete control over the paper size, background color or image.
Note: replace rabbit.jpg with your own images.
\documentclass{article}
\usepackage[svgnames]{xcolor}% additional colors by name
\usepackage{tikz}
\usepackage[screen,nopanel]{pdfscreen}
\margins{.5in}{.5in}{.5in}{.5in}
\screensize{6in}{10in}
\backgroundcolor{ForestGreen}
%\overlay{supper.png}% background picture (not used)
\usetikzlibrary{calc}
\begin{document}
\begin{slide}% vertically center
\small
\begin{center}
\begin{tikzpicture}
%
\node[fill=Gold](p1) at (0,0)% for absolute cordinates, if any
{\resizebox{2in}{!}{\includegraphics{rabbit.jpg}}};
\node[above=2mm,fill=red,text=white] at (p1.north) {caption};
% .25in gap and raise .5in
\node[right,fill=Navy](p2) at ($(p1.east)+(.25in,.5in)$)
{\resizebox{2in}{!}{\includegraphics{rabbit.jpg}}};
\node[below=2mm,fill=red,text=white] at (p2.south) {caption};
% ditto
\node[right,fill=Silver](p3) at ($(p2.east)+(.25in,.5in)$)
{\resizebox{2in}{!}{\includegraphics{rabbit.jpg}}};
\node[rotate=90,below=2mm,fill=red,text=white] at (p3.east) {sideways};
%
\end{tikzpicture}
\end{center}
\end{slide}
\end{document}
