It all depends on the user- some users might find Nemo with functionalities that they don’t get out of Caja.
Back when I started using Linux in 2016, I started with Linux Mint. So yes I used Nemo there, but here on UM Caja seems to work fine for me…
If you’re set on giving it a try, look through this thread here.
But since Caja is an integral part of MATE, you shouldn’t expect to get everything out of it; some settings can’t be altered…
Good luck!