The answer to this is probably somewhere, but I have not found it yet. I name the pins of electrolytic capacitors + and - but the pin names do not appear on the silk screen even though they appear on the PCB layout. What setting will put the pin names on the silkscreen layer?
Well what layer do they appear "on the pcb layout" ? You can plot pin names in the plotting dialogue under "Settings" or edit the pcb symbol such that the pin names are on the silk screen layer. Its more usual to put a "+" in silk screen text on the Component PCB symbol than use pin names.