Caption, for example, appearing in advance (6)
I believe the answer is:
legend
'caption' is the definition.
('legend' can be a synonym of 'caption')
'example appearing in advance' is the wordplay.
'example' becomes 'eg'.
'appearing in' indicates putting letters inside.
'advance' becomes 'lend' (I've seen this before).
'eg' placed into 'lend' is 'LEGEND'.
'for' is the link.
(Other definitions for legend that I've seen before include "Story shows the opposite" , "Myth or fable" , "Person who has become famous" , "Roger Federer, for example" , "Tale of heroism" .)