Can you try first the normal Troubleshooting:

• Clear the cache (Preferences, General Settings has a button and is available from the Welcome screen).
• Clean the Preferences. Close Captivate, find the subfolder ‘utils’ under the installation folder and run the CleanPreferences… appropriate for your OS. Restart Captivate and try again.

More info in:

https://blog.lilybiri.com/tips-for-troubleshooting

If that is not solving the problem: the File menu is available in the Welcome screen as well. Try File, New project, Responsive project. Or use CTRL-H.