Adding audio to the slides is, by far, the most interesting place to use audio in Captivate. Most of the time, slide level audio is used to add voice-over narration.
Narration can be added directly during the filming, but most of the time, it is recorded later in the process and carefully synchronized with the rest of the slides content. If you have an external audio application available, it is best to record the voice-over narration using that external application, but Captivate can do the job if needed.
Note
Adobe Audition
Adobe Audition is the audio application from Adobe. It is bundled in the eLearning Suite 6 and in the Creative Suite CS6 Production Premium. It is also available on the Creative Cloud. Adobe Audition (formerly Cool Edit) is an awesome and easy to use audio application. If Audition is available on your computer, use it to record and edit your audio clips instead of using Captivate. If you have the eLearning Suite 6, you can invoke Adobe Audition...