Copy and paste won't retain formatting (or at least not consistently). The best option is to set your caption options in Captivate (set up a style for the captions to make it quicker) then copy from Word to Notepad/Wordpad or similar to strip out any Word formatting, then paste into Captivate.
The Tabbing between fields is dependent (I think, but others may correct me) on the order in your timeline, so you may need to play around with that.
I can't help with you last question - I'm not sure why you're putting CP simulations into Articulate?