How to draw matrices with a label in a latex figure?

I want to create tables as part of a figure in latex. I want to achieve this look:

I have no idea which package/commands to use.

Nothing fancy here; just some math as part of the figure environment:

\documentclass{article}

\usepackage{graphicx}

\begin{document}

\begin{figure}
  \centering
  \includegraphics[width=0.4\linewidth]{example-image}
  
  \medskip
  
  $\sigma_1 \rightarrow \sigma_2 :
    \begin{array}{ | *{5}{c|} }
      a & b & c & e & f \\
      \hline
      a & b & c & e & f
    \end{array}$ \quad
  $\sigma_1 \rightarrow \sigma_3 :
    \begin{array}{ | *{5}{c|} }
      a & b & c &  e  & f \\
      \hline
      a & b & c & \gg & f
    \end{array}$
  \caption{A figure caption}
\end{figure}

\end{document}