There is just the Help documentation, and you have the sample projects and a few video tutorials that you can access from Captivate itself (the icon with the monitor, both in the Welcome screen and in the Captivate workspace). That is it, sorry.
When I first went to the Adobe Captivate site I found a (400+ page) found some type of User Guide. When I tried to download it, it was saved to the "Cloud". Now, I do not know how to get back to the "Cloud".