Hi Sarah,
You might have created these files in Captivate 4 or earlier, because captivate 5 onwards versions save project to .cptx.
Captivate 7 cannot open the .cp or .cp.bak files.
You will have to open these files in Captivate version 5, 5.5 or 6, any one. (Click on File > Open and browse the .cp file).
After opening that .cp file save it to .cptx and then that can be opened in Captivate 7.
cp.bak file first needs to be renamed as .cp only and then open that one as well in Captivate 5, 5.5 or 6, and save it as .cptx, then open that .cptx in Captivate 7.
You may face issues while updating the project files as there is a gap of 3-4 versions.
P.S. : Make a backup of your .cp and .cptx files (copy them to another location as well), as once .cp file opened in later version cannot be opened in the prior version.
Thanks.