Filter effects such as glow have been discontinued in Captivate 9.
You can replicate a glow by turning on a Shadow, setting it to Outer, selecting the option right in the middle that has the shadow evenly distributed around the object, and then adjusting the Blur and Opacity using the slider controls underneath. Change the default black colour of the shadow to something better for a glow.
Some effects only worked in Flash SWF output. Adobe is trying to get everything in Captivate working on HTML5 at least (if not Responsive as well). So there are some features that have to fall by the wayside eventually.