Captivate developers have been able to add background audio to their projects since Captivate was known as RoboDemo. The process of adding background audio hasn't changed much over the years. In Adobe Captivate 5, you simply choose Audio > Import to > Background and open the audio file (wav or mp3).
One of the options missing from RoboDemo and older versions of Captivate was the ability to control the volume of the background audio on slides that already had audio (voiceover audio for instance). When importing audio, you always had the ability to lower the background audio, but you couldn't control how much the audio was actually lowered. Adobe Captivate 5 addressed this shortcoming. When importing background audio, you are able to raise or lower the background audio by dragging the slider left or right. (You will find the slider just to the right of Adjust background audio volume on slides with audio.)
If you didn't see the volume slider and have already imported the background audio, it's not too late to adjust the volume. Choose Audio > Edit > Background. You will find the volume slider on the Add/Replace tab.
If you've added background audio and want it to stop playing on some of your slides, select the slide and, from the Audio group on the Properties panel, select Stop Background Audio.