There is no such functionality like connecting lines ( similar to Visio) like you want in Captivate. If you would like to have that feature, please fill in a feature request (form is in the main page of these forums).
I do not know why you need this functionality for this project, but is it not possible to create your 'image' in software that does have such functionality and import it in Captivate?
There is other software available to create the image (PowerPoint, Visio), but until now it seems to me, that there is no import into CP5 that allows an animation: what I have to present is not the resulting picture but the way that it grows. As far as I have understood, I could create a similar slide in PowerPoint (with connecting lines and animation) and import that into CP5, but there I cannot modify anything in detail, just the animated slide in total (heading, footing, timings for the boxes and lines, audio, closed captions, etc.). Did I misunderstood the CP5 import functions?
I did not understand your first question well, did not know that you want to animate this, make it grow as you said. You really want an animation, but with ability to edit quite a lot. Do not see an easy solution immediately, sorry. Personally I would rather start doing this from the end slide, and work in Photoshop (using layers and the roundtripping) or creating the animations in Flash. Do you want to add effects too?
Captivate was not really designed for creating graphical assets like you want now, although it has a lot improved since earlier versions. Please, feel free to introduce a feature request for this kind of drawing objects (dynamic connecting lines).