Simplest way is to use one button or click box for each action. Set the On Success action of one button to SHOW the caption by specifying the Item Name of the caption. Use the other button's On Success action to hide the same button.
Once you can get this to work, you can look at using more sophisticated techniques such as Conditional Advanced Actions that enable you to use just one button to do both actions.
But you sound like you may not know very much about Captivate as yet, so I have suggested the simple way first.