Select one of the thumbnails and click on the small blue icon that appears at the top right side of the thumbnail.
When the menu option appeared, check the option Show lightbox parts while editing.
The lightbox shows up and you can edit the content inside. After you are done editing the lightbox, you can Uncheck the Show lightbox parts while editing option. this way the lightbox will not get along your way while you are designing.
You can also keep the lightbox open, and put it aside, but note that you need to select all the lighbox elements in order to move it. If you move only the lightbox, the close icon, next/prev icon and the caption will stay behind and the placements will be change in preview.