Usa marcadores y en acciones programas que al finalizar avance a la siguiente diapositiva y puedes agregar transición

To give you a more detailed answer, I need answers to some questions:

• Full version number please, as you can find under Help, About Captivate. The most recent one is 11.8.2 and has more bugs than 11.5.5.
• Which type of audio are you talking about: slide audio, object audio, audio triggered by Play Audio? That is a very important question. Slide audio is synchronized with Captivate’s slide timeline. If you do not have any pausing point on the slide, and the audio timeline has the same duration as the slide timeline, the default behavior will be what you ask for: at the end of the timeline the play head will move automatically to the next slide.
• It it is object audio, I need to know if you extended the duration of the slide to cope with the length of the audio clip or not. It is not necessary to extend if you have a pausing point, because that will not prevent the object audio from playing.