Videos are always externalized by default now in all versions of Captivate since version 5. There is no way to change this. With some other types of assets (e.g. widgets, animations, FMR) you can select options in preferences.
From the description of your issue that published files you've sent to other users are not working, my first question would be whether or not your published files are being played from the end-user's hard drive or from a web server. If from a hard drive, then are your end users aware of the need to configure the published content folder as a trusted location in Flash Global Security in order to play those files? If not, here is a page that explains why and how to do this:
http://www.infosemantics.com.au/adobe-captivate-troubleshooting/how-to -set-up-flash-global-security
If you sent this content to your end users as a zipped file, did you tell them to unzip to a suitable folder location first before trying to play the content? Some people just open the package with Winzip and try to play without extracting properly. This won't work.
If your files were published with SCORM or LMS reporting turned on, then your users may be seeing the content attempting to connect to the SCORM API but not finding it. In Cp6 you need to ONLY play SCORM content from the LMS. If publishing to HTML/SWF just for reviewers to check content, turn off SCORM reporting first and then publish.