You can do this easily using interactive objects such as buttons or click boxes placed over images. You set up variables and Advanced Actions that are triggered when the user clicks the objects.
I see no reason why Captivate would not be a perfect tool to accomplish this task. However, what you can do with it is VERY dependent on how familiar you are with it's deeper functionality and from the sound of things you may just be starting out with this application?
Agree with RodWard.
For help on advanced actions you can use in this case, I suggest you visit Lilybiri's blog at:
If you are lucky, you may find a solution for your exact use case there.