Using 3rd Party Python Markdown Extensions

Markdown Preview supports 3rd party Python Markdown extensions out of the box.
They behave and can be configured just like the built in extensions.

In order to show this a small test case will be used based on Markdown Captions extension.

Installing an Extension

1. Download the extension from Markdown Captions GitHub Repository. You may download directly from the master.
2. Extract its code folder markdown_captions into Sublime Text package folder. For instance on the Windows portable flavor it is under <Sublime Text Installation Folder>\Data\Packages. So there is a folder named <Sublime Text Installation Folder>\Data\Packages\markdown_captions.
3. Enable the extension as any other extension in Markdown Preview. For instance:

"markdown_extensions": [
        "markdown.extensions.footnotes",
        "markdown.extensions.attr_list",
        "markdown.extensions.def_list",
        "markdown.extensions.tables",
        "markdown.extensions.abbr",
        "pymdownx.highlight",
        "pymdownx.betterem",
        "markdown_captions.markdown_captions", // <-- Added here
        // more extensions
]

Resources

1. Discussion - How to Enable 3rd Party Python Markdown Extensions.