Can't say for sure without more information but it sounds
like you need a dynamic solution. Captivate is a lot but dynamic it
isn't : )
I used to do something similar with text and images by
storing them (or in the case of the images, the file path) in xml
and then I had a flash swf (my course UI) read the xml when it was
first run and place the appropriate text/images on the 'slides'
(really movieclips) as needed.
Unless you are going to go that route then perhaps the only
Captivate solution for you might be to use the CP4 round-trip
editing with PowerPoint, where you put your screenshots in there. I
don't think that's going to be a great solution or result in a very
elegant product, though...