supertabular provides a caption mechanism that is quite different from the standard captions. The following three commands are provided: \tablecaption, \topcaption and \bottomcaption that position the caption accordingly.
To position the caption only on the last page under the table, use \bottomcaption as shown in the following MWE:
\documentclass{article}
\usepackage{supertabular}
\begin{document}
\bottomcaption{some caption}
\begin{supertabular}{ll}
\hline
AA & BB\\
CC & DD\\
\hline
\end{supertabular}
\end{document}
Changing the font size in a supertabular could be done as follows. In this case, \small affects all the whole table, while \tiny only affects the following cell.
\documentclass{article}
\usepackage{supertabular}
\begin{document}
\bottomcaption{some caption}\small
\begin{supertabular}{ll}
\hline
AA & BB\\
\tiny CC & DD\\
\hline
\end{supertabular}
\end{document}