Judging from the level of your questions, you are going to have zillions of questions like this and you would be highly recommended to undertake some proper Captivate training classes or else use the abundant video tutorials availalable on the web to get up to speed.
CPTX is the source project file that holds all of your content. SWF is one type of output file. You edit the source file and then publish it to generate the output file.
And those cptx file (and template files cptl) are in reality zipped folders that have a lot of content...
As Rod points out: please watch some introductory video or other tutorials: http://www.youtube.com/user/AdobeELearning