Captivate 9 page number issue

The approach to have a custom progress indicator is explained in this old blog post for quiz slides. You can use the same work flow for your question slides.

Customized Progress Indicator - Captivate blog

The slide numbers displayed for quiz slides are added automatically via the Edit > Preferences > Quiz > Settings > Show Progress option.

To add numbering for normal slides you could need to add a Text Caption or Smart Shape object to each slide and just manually edit the text to say what you want.  Or you could insert User Variables into these captions and dynamically show the slide numbering.  But that's a lot more complex.  And you sound like you are perhaps a new user of Captivate, so it may be beyond your current skills.