captivate and PDF

Yes, there is a way to have a pdf inside a Captivate project, but needs the use of an external application and some hacking.

Second question.

You could load a PDF file into a web object on a slide in Captivate. Here is a video I recorded on attaching PDF files into Captivate and that's one of the three methods discussed. 

https://youtu.be/PmQSCl6Hyqk

I forgot to add, if you're just using Acrobat Reader, most of these options won't be available to you. However, you can still take snapshots of pages (or sections of pages) using the Snapshot tool and paste those images into another application like Photoshop.  You can read more about that here:

Copy content from PDFs, Adobe Reader

The first question isn't quite related to this forum, but if you have Acrobat Pro DC (via the Creative Cloud) you can export a PDF as an image such as JPG or PNG and you'll be able to change your settings for each type of image. For the PNG you can go as high as 2400DPI!

To answer your second question, there's no direct way to import a PDF page directly as a slide in Captivate. You could export the PDF as a PPTX file and then import the PPTX file into Captivate.