Image sequence within Captivate

No not really but there is some work arounds.

The first is you can "import Photoshop layers" into the slide. All your images would be in Photoshop as individual layers.

A second is you could import all your images into the Library and have them labelled in sequence. Then select them all using multiple selection technique and drag them onto your slide. They will each have their own "layer" on the timeline.

In both cases you will have to time the images to create the animation.

You really might want to create an oam file and bring it in from Adobe Animate if you are creating HTML5 output. Much easier to do classical animation in a tool that is designed to it rather than Captivate.

I suppose you mean 'slides' when you write 'frames'? Captivate has no keyframes, sorry.

I always import assets to the Library, you can do so with a range of images. From the Library you can drag images to the slides.

It is all about interactivity in Captivate, I rarely have to create just a sequence of image slides. If my memory is correct there was such a feature in old versions. CP2017 has also a learning interaction 'Carousel' to which you can import images. If I have to show a sequence of images, which happens occasionally for a presentation, not for an interactive eLearning course, I will mostly but them in a multistate object. That is also very easy when you have the images already in place in the LIbrary.

Another approach I'm using a lot because I am a Photoshop user is to import a PS source file with images on layers. The PS file will appear as a folder in the LIbrary and each layer will be converted to a PNG.

Library is much underestimated and very useful feature of Captivate (lacking in concurrent tools). Maybe this blog post could give you some ideas:

Internal and External Libraries - Captivate blog