Create an empty file with the following code:

from gi.repository import Caja, GObject

class ColumnExtension(GObject.GObject, Caja.MenuProvider):
    def __init__(self):
        pass

    def menu_activate_cb(self, menu, file):
        print "menu_activate_cb",file

    def get_file_items(self, window, files):
        if len(files) != 1:
            return
        
        file = files[0]

        item = Caja.MenuItem(
            name="SimpleMenuExtension::Show_File_Name",
            label="Showing %s" % file.get_name(),
            tip="Showing %s" % file.get_name()
        )
        item.connect('activate', self.menu_activate_cb, file)
        
        return [item]

Save this file as TestExtension.py in the ~/.local/share/caja-python/extensions folder. You may need to create this folder. To run, simply restart Caja.

Once Caja restarts, right-click on a file and you should see a new menu item, "Showing #filename#". It is as simple as that!

As mentioned above, in order to get loaded by Caja, a python extension must import the Caja module from gi.repository, create a class derived from a caja *Provider and a gobject.GObject, and create the methods that will be called by Caja when it requests information from its providers. In this case, when someone right-clicks on a file, Caja will ask all of its MenuProviders for additional menu items to show the user. When folders or files are clicked, the get_file_items method is called and a list of Caja.MenuItems is expected.