Start by making the canvas size big enough for your finished project.
Image > Canvas Size
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Bring your images in, one at a time, each on its own layer.
Layers > Import From File...
As you import each image, position it using the Move Selected Pixels tool.
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Edit:
Before using the text tool, press Esc or Ctrl + D
to remove the selection created by importing a layer.
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Put the text on its own new (transparent) layer.
Layers > Add New Layer
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Save as a multi-layer PDN file, so that you can make changes later if you want to.