Hi GCSHEPH and welcome to our community
Indeed this would be one approach to take. Basically, you can
record with whatever you like. All you need is a resulting .MP3 or
.WAV file. (The .WAV must be PCM encoded) You would then insert the
audio clips into Captivate. This could occur in a variety of ways.
One way would be to select the slide where you want the audio, then
press F6 (or click Audio > Import...) and bring the clips in.
Hopefully this helps... Rick