Captivate 3.0 and 4.0

You first need to upgrade them from the older .cp format to CPTX format.  This will require opening the older files in one of the first Captivate versions to use CPTX such as Cp5, 5.5, or 6.0, 6.1.  Captivate 8 will not open .cp format files.  Once you have the files in CPTX format, then you can use Captivate 8 to upgrade them from the earlier CPTX to a Cp8 version format.

Note that since you are jumping many versions, your older courses will require quite a lot of rework.  For example, older Cp versions used AS2 components but now only AS3 is supported.  Also there are usually several issues with quiz questions and quiz results slides that you'll need to fix up during the rework process.  In short, allow plenty of time for manually checking everything through again.  It's not likely to be a trivial exercise, and in some cases it's actually quicker and simpler to just rebuild again.