LOL, I love Lilybiri's analogy of using a Rolls Royce to transport a Potato. (Although I disagree that PowerPoint is a potato in comparison to Captivate. Image may be NSFW.
Clik here to view. Each application has its own strengths and weaknesses.)
Hopefully Lilybiri won't mind my offering up more of an explanation here.
When she and Rod said "creating custom slides with Captivate", they meant that you would totally stay totally inside Captivate. Create a new slide inside Captivate, then add the Captivate supplied objects that make it a question slide as you are wanting. From the look of the initial post. it would seem that it would be an easy task as the content is intended for children and it needs to be simple.
I think you will find that if you really want a workflow where PowerPoint is the foundation, working with Captivate will become an exercise in frustration, as the PowerPoint slides don't convert where you may edit them easily in Captivate. So any changes have to be done on the PowerPoint side, then re-import the slide to Captivate.
Happy Sunday all! Rick Image may be NSFW.
Clik here to view.