How do you circle/highlight items in Captivate?

I am helping a professor with learning how to use the program Captivate (which I'm learning to use at the same time).  He wants to know if you can circe/highlight items while capturing something on the screen.  The way he explained it to me, he wants to record a "How To" video.  In it, he plans to show students how to get to a certain website, and wants to be able to circle things as he would on a chalkboard or dry esrase board..  He wants to be able to do it while capturing the video, instead of later, after it's been recorded.  I suggested he record the video, and then insert circles later.  But he was curious if you could make them look like a big marker was drawing them.  He says he can do it in other programs.  So I was wondering if anyone had any ideas of how to accomplish this, or if it can even be done?