Hi There ,
Please check under the installed location of Captivate that whether the effects are stored in their location or not.
32 bit : C:\Program Files (x86)\Adobe\Adobe Captivate 6 (32 Bit)\Gallery\Effects
64 bit : C:\Program Files\Adobe\Adobe Captivate 6 x64\Gallery\Effects
If you don't find the effects in above location then you might need to reinstall captivate on your computer.
Thanks and Regards
Himanshu Satija