To install caja just follow these instructions.
sudo apt-get install caja
Which will install caja and any other packages on which it depends.
|Maintainer||MATE Packaging Team <firstname.lastname@example.org>|
|Description||file manager for the MATE desktop to browse directories, preview files and launch applications associated with them. It is also responsible for handling the icons on the MATE desktop. It works on local and remote filesystems.|