I was hoping for a little more updated information, as Knowledge Check slides are new in Captivate version 9. But Rod's answer gave me some help to keep experimenting.
Here's what I ended up doing:
On the Quiz properties for the slide, I set the "on success" action to go to next slide. On the correct answer, I checked Advanced Answer Option. The action for that is to show an image I'm using for the correct feedback. This image is not visible in the output, and the timing is set after the pause for the question submit button and lasts for 3 seconds so that it will show for a meaningful amount of time.
The incorrect answers do not have the advanced answer option box checked. I found the incorrect just wouldn't work the same way. So instead, I made more changes to the Quiz slide properties.
The number of attempts is 2, with the Retry message checked and 1 failure message. On the last attempt, it executes an advanced action that includes Continue, Show image (the wrong feedback - this image has the same timing as the correct feedback image), Hide correct feedback image, jump to slide (for remediation) hide the wrong image (for future visits to the slide).
With these settings, the program advances automatically to the next slide, after showing the correct feedback as I wanted when the user answers the question correctly. If the user answers the question wrong twice, he does have to click to initiate the remediation return, but this is a compromise I can live with.