Rollover captions and voiceovers

Unfortunately, no. The ability to pause the slide, show a rollover caption, and play audio is too much for a simple system-generated Rollover Caption object.

However, asking a smart shape activated as a button to do that with advanced actions, is very possible but only as a clickable action (well, you can create a "rollover caption" creating shapes and adding text in the Rollover state of the button, but that is all). Think of the rollover state as only controlling the visual components of the slide, while the buttons you can create with smart shapes control the mechanics of the slide (pause, play, show, hide, etc.)

You can attach audio to the rollover state or to the caption itself.  In both cases it will be object audio, which means it will only play when the state or the caption becomes visible. I hope you are aware of the fact that Rollovers are only supported for desktop/laptop, not for mobile devices?

If you mean Text To Speech by 'voice over' (because terminology is often an issue with questions), you first have to create the TTS as slide audio, find it in the Library, attach it to the state or the caption, then delete the slide audio.

In all cases described you will not be able to add Closed Captioning with the default workflow in Captivate.