Hello DiaZone,
Yes Absolutely this fucntionality is avaliable in Captivate .
You can first publish your all 4 modules as a swf in a same folder. Then create a new project and in that project insert a slide with 4 buttons on that slide .
On each Button you can use the Action from properties panel to Open File or URL , then according to the button you can browse to that particular module and select the swf file of that module.
After applying action on each button you can publish it to that same folder.
Hope this helps !
Thanks and Regards
Himanshu Satija