I just purchased Adobe Captivate 9. I need to develop skills ASAP. How do I create an e-learning course using Captivate 9?

Watch tutorials, read blogs, take a training, explore, post questions on this forum or elsewhere. There are so many answers to your question, a lot depends on your present skills, your way of learning. Personally I never bought a book, not took a training. I just jumped in, posted questions, later on answered questions, started to blog etc. But that is my learning style, and I had a lot experience with all kind of software applications ( been teaching in college). I had a background in learning/teaching to many types of students (from children to professionals), which was a skill that is almost never mentioned by people looking for developing eLearning skills, but even more important than just learning a tool.

Captivate is a tool with many features, which type of eLearning courses do you want to learn about? Software simulations, soft skills, compliance, theoretical, how-to.... again so many choices. Will you create assets? Are you using Adobe applications at this moment: Photoshop, Illustrator, Audition to mention some? That can be an advantage when starting with Captivate, and you would be happy to learn about the roundtripping with other applications.

Sorry, for this long answer, that may seem off topic. I'm always prepared to answer any specific question you have but your first posting is a very 'broad' question.