Use a click blox to pause each slide. In the the Shortcut field of the click box properties, select a keyboard key to press so that the click box releases the playhead.
I'm mostly using Captivate even in classroom for presentations. Rod is correct, just wanted to add if you need several clicks (or shortcut keys) on one slide, do not put the click boxes in the same location unless they are stacked on the timeline. Have a look at the screenshot:
Some items appear automatically, but four items only appear when a click box is used. I have 4 click boxes in the same location on the slide, but they are staggered on the timeline, pausing corresponding with the start of the timeline for that object. The first click box will show BigFive, then the TC_B.. will appear automatically, the second click box will show Diamonds, and bit later its text caption appears...etc